+626.7%
RVMD vs IT
+23.5%
+603.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.2% |
| 7D | +1.0% | -6.0% | +7.1% | +3.1% |
| 30D | +6.4% | 0.0% | +6.4% | +6.0% |
| 3M | +34.9% | +13.1% | +21.8% | +26.0% |
| 6M | +107.6% | +11.7% | +95.9% | +93.0% |
| YTD | +163.7% | -26.1% | +189.8% | +183.9% |
| 1Y | +439.2% | -21.3% | +460.5% | +458.6% |
| 3Y | +499.2% | -46.7% | +545.9% | +607.6% |
| 5Y | +621.7% | -40.5% | +662.2% | +688.1% |
| All | +626.7% | +23.5% | +603.2% | +407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling