+545.5%
RVMD vs RBA
+29.1%
+516.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -1.2% | -1.1% | -0.2% | -1.0% |
| 30D | +1.1% | -13.2% | +14.3% | +4.0% |
| 3M | +39.6% | -21.4% | +61.0% | +45.1% |
| 6M | +110.7% | -20.9% | +131.6% | +117.9% |
| YTD | +160.3% | -19.9% | +180.1% | +164.8% |
| 1Y | +404.9% | -28.7% | +433.6% | +437.8% |
| 3Y | +545.5% | +27.4% | +518.0% | +398.7% |
| All | +545.5% | +29.1% | +516.4% | +398.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling