+519.9%
RVMD vs IT
-49.4%
+569.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.8% |
| 7D | -3.0% | -3.7% | +0.7% | -2.3% |
| 30D | -0.7% | +0.1% | -0.8% | -1.1% |
| 3M | +36.5% | +20.7% | +15.9% | +29.4% |
| 6M | +104.6% | +12.0% | +92.6% | +96.0% |
| YTD | +155.8% | -28.8% | +184.6% | +171.5% |
| 1Y | +340.7% | -25.5% | +366.2% | +358.2% |
| 3Y | +519.9% | -48.8% | +568.7% | +611.3% |
| All | +519.9% | -49.4% | +569.3% | +611.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling