+626.7%
RVMD vs M
+72.0%
+554.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +1.0% | +4.7% | -3.7% | +0.1% |
| 30D | +6.4% | -9.6% | +16.1% | +8.5% |
| 3M | +34.9% | +0.9% | +34.0% | +34.0% |
| 6M | +107.6% | +22.3% | +85.3% | +97.8% |
| YTD | +163.7% | +6.5% | +157.2% | +157.0% |
| 1Y | +439.2% | +38.8% | +400.4% | +396.0% |
| 3Y | +499.2% | +115.9% | +383.3% | +380.7% |
| 5Y | +621.7% | +28.6% | +593.1% | +519.5% |
| All | +626.7% | +72.0% | +554.7% | +551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling