+626.7%
RVMD vs RGEN
+57.5%
+569.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +1.0% | -4.9% | +5.9% | +2.5% |
| 30D | +6.4% | +5.7% | +0.8% | +4.3% |
| 3M | +34.9% | +32.4% | +2.5% | +21.4% |
| 6M | +107.6% | +33.2% | +74.4% | +85.6% |
| YTD | +163.7% | +2.3% | +161.4% | +155.4% |
| 1Y | +439.2% | +39.0% | +400.2% | +366.1% |
| 3Y | +499.2% | -4.6% | +503.8% | +453.6% |
| 5Y | +621.7% | -42.7% | +664.4% | +637.9% |
| All | +626.7% | +57.5% | +569.3% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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