+568.0%
RVMD vs RBA
+151.1%
+416.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | -0.6% | +3.2% | -3.8% | -1.6% |
| 30D | +1.7% | +12.0% | -10.3% | -2.1% |
| 3M | -6.7% | +2.9% | -9.6% | -8.0% |
| 6M | +36.1% | -6.3% | +42.4% | +36.7% |
| YTD | +142.4% | -5.9% | +148.3% | +140.0% |
| 1Y | +207.8% | -3.9% | +211.7% | +202.0% |
| 3Y | +879.5% | +64.9% | +814.6% | +662.5% |
| 5Y | +509.0% | +48.5% | +460.6% | +376.5% |
| All | +568.0% | +151.1% | +416.9% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling