+579.8%
RVMD vs RBA
+39.8%
+540.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | +0.3% | -13.0% | +13.3% | +4.2% |
| 3M | +38.9% | -23.1% | +62.0% | +47.9% |
| 6M | +108.1% | -22.6% | +130.7% | +120.4% |
| YTD | +160.7% | -20.4% | +181.1% | +170.8% |
| 1Y | +407.3% | -29.6% | +436.9% | +450.4% |
| 3Y | +546.6% | +26.6% | +520.0% | +455.2% |
| 5Y | +579.8% | +38.2% | +541.6% | +448.8% |
| All | +579.8% | +39.8% | +540.0% | +448.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling