+167.9%
RVMD vs RL
+17.3%
+150.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | -6.4% | +4.6% | -11.0% | -6.6% |
| 3M | -14.1% | -1.1% | -13.0% | -13.5% |
| 6M | +21.0% | +16.5% | +4.5% | +17.7% |
| YTD | +121.4% | +11.4% | +110.0% | +114.5% |
| 1Y | +167.9% | +16.1% | +151.8% | +154.1% |
| All | +167.9% | +17.3% | +150.6% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling