+626.7%
RVMD vs RBA
+118.2%
+508.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.0% | -2.9% | +4.0% | +2.0% |
| 30D | +6.4% | -12.3% | +18.7% | +10.9% |
| 3M | +34.9% | -20.5% | +55.4% | +43.6% |
| 6M | +107.6% | -18.5% | +126.1% | +118.1% |
| YTD | +163.7% | -18.2% | +181.9% | +174.0% |
| 1Y | +439.2% | -27.5% | +466.7% | +485.6% |
| 3Y | +499.2% | +38.1% | +461.1% | +396.9% |
| 5Y | +621.7% | +44.8% | +576.9% | +463.1% |
| All | +626.7% | +118.2% | +508.5% | +312.5% |
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