+545.5%
RVMD vs RL
+211.8%
+333.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -1.2% | +1.9% | -3.1% | -1.8% |
| 30D | +1.1% | -12.2% | +13.3% | +5.0% |
| 3M | +39.6% | -6.6% | +46.3% | +41.7% |
| 6M | +110.7% | +3.2% | +107.5% | +105.0% |
| YTD | +160.3% | -1.3% | +161.6% | +156.6% |
| 1Y | +404.9% | +13.6% | +391.3% | +372.3% |
| 3Y | +545.5% | +210.9% | +334.6% | +262.2% |
| All | +545.5% | +211.8% | +333.6% | +262.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling