+519.9%
RVMD vs NTR
+36.8%
+483.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.0% | -1.3% | -1.7% | -2.7% |
| 30D | -0.7% | +16.8% | -17.5% | -4.6% |
| 3M | +36.5% | +20.7% | +15.8% | +29.8% |
| 6M | +104.6% | +0.5% | +104.1% | +103.0% |
| YTD | +155.8% | +29.2% | +126.6% | +134.3% |
| 1Y | +340.7% | +39.6% | +301.1% | +290.5% |
| 3Y | +519.9% | +37.9% | +482.1% | +552.9% |
| All | +519.9% | +36.8% | +483.2% | +552.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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