+167.9%
RVMD vs RBA
-5.6%
+173.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.8% |
| 30D | -6.4% | +6.8% | -13.3% | -6.0% |
| 3M | -14.1% | +9.5% | -23.5% | -13.4% |
| 6M | +21.0% | -8.2% | +29.2% | +19.8% |
| YTD | +121.4% | -7.7% | +129.1% | +116.7% |
| 1Y | +167.9% | -6.9% | +174.8% | +161.7% |
| All | +167.9% | -5.6% | +173.4% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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