+402.7%
RVMD vs M
+25.2%
+377.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -1.7% |
| 7D | -3.6% | -8.8% | +5.2% | -2.8% |
| 30D | -1.1% | -16.4% | +15.3% | +0.4% |
| 3M | +41.0% | -10.8% | +51.8% | +41.6% |
| 6M | +105.7% | +16.1% | +89.6% | +100.6% |
| YTD | +155.3% | -5.3% | +160.6% | +147.7% |
| 1Y | +402.7% | +24.9% | +377.9% | +356.1% |
| All | +402.7% | +25.2% | +377.6% | +356.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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