+584.7%
RVMD vs RL
+241.4%
+343.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -1.2% | +1.9% | -3.1% | -1.9% |
| 30D | +1.1% | -12.2% | +13.3% | +5.9% |
| 3M | +39.6% | -6.6% | +46.3% | +42.3% |
| 6M | +110.7% | +3.2% | +107.5% | +104.1% |
| YTD | +160.3% | -1.3% | +161.6% | +156.0% |
| 1Y | +404.9% | +13.6% | +391.3% | +367.2% |
| 3Y | +545.5% | +210.9% | +334.6% | +264.8% |
| 5Y | +584.7% | +246.9% | +337.8% | +251.0% |
| All | +584.7% | +241.4% | +343.2% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling