+603.6%
RVMD vs QSR
+45.7%
+557.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -3.6% | -4.7% | +1.1% | -1.3% |
| 30D | -1.1% | +4.3% | -5.4% | -3.4% |
| 3M | +41.0% | +5.4% | +35.6% | +36.3% |
| 6M | +105.7% | +8.2% | +97.5% | +95.4% |
| YTD | +155.3% | +14.1% | +141.2% | +135.6% |
| 1Y | +402.7% | +28.1% | +374.6% | +335.7% |
| 3Y | +533.1% | +25.3% | +507.8% | +441.9% |
| 5Y | +583.5% | +40.4% | +543.1% | +441.2% |
| All | +603.6% | +45.7% | +557.9% | +459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling