+588.9%
RVMD vs IT
-42.9%
+631.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -1.5% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | -0.7% | +0.1% | -0.8% | -1.3% |
| 3M | +36.5% | +20.7% | +15.9% | +24.3% |
| 6M | +104.6% | +12.0% | +92.6% | +90.1% |
| YTD | +155.8% | -28.8% | +184.6% | +181.6% |
| 1Y | +340.7% | -25.5% | +366.2% | +368.7% |
| 3Y | +519.9% | -48.8% | +568.7% | +642.8% |
| All | +588.9% | -42.9% | +631.8% | +593.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling