+605.1%
RVMD vs QSR
+46.6%
+558.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -3.0% | -4.0% | +1.0% | -1.1% |
| 30D | -0.7% | +2.8% | -3.5% | -2.3% |
| 3M | +36.5% | +5.1% | +31.5% | +32.2% |
| 6M | +104.6% | +8.8% | +95.8% | +93.8% |
| YTD | +155.8% | +14.8% | +141.0% | +135.4% |
| 1Y | +340.7% | +25.7% | +315.0% | +285.2% |
| 3Y | +519.9% | +27.5% | +492.4% | +425.8% |
| 5Y | +584.9% | +41.3% | +543.7% | +440.7% |
| All | +605.1% | +46.6% | +558.5% | +459.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling