+241.0%
RVMD vs IT
-17.9%
+258.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.4% | +2.7% |
| 7D | +5.8% | -5.5% | +11.3% | +6.0% |
| 30D | -3.8% | +10.3% | -14.2% | -5.3% |
| 3M | +3.2% | +11.5% | -8.3% | +1.4% |
| 6M | +35.0% | +40.3% | -5.2% | +28.4% |
| YTD | +150.7% | -17.9% | +168.6% | +143.2% |
| 1Y | +241.0% | -8.8% | +249.8% | +235.1% |
| All | +241.0% | -17.9% | +258.9% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling