+605.1%
RVMD vs INVH
+5.0%
+600.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -3.0% | 0.0% | -1.4% |
| 30D | -0.7% | -7.5% | +6.8% | +3.3% |
| 3M | +36.5% | -5.5% | +42.1% | +40.0% |
| 6M | +104.6% | +11.7% | +92.9% | +90.8% |
| YTD | +155.8% | +1.3% | +154.5% | +148.7% |
| 1Y | +340.7% | -6.1% | +346.8% | +346.8% |
| 3Y | +519.9% | -9.8% | +529.7% | +537.4% |
| 5Y | +584.9% | -19.7% | +604.6% | +646.1% |
| All | +605.1% | +5.0% | +600.1% | +581.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling