+568.0%
RVMD vs RL
+269.3%
+298.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | +1.7% | +7.6% | -5.9% | -0.8% |
| 3M | -6.7% | -1.5% | -5.2% | -6.5% |
| 6M | +36.1% | +12.1% | +24.1% | +29.4% |
| YTD | +142.4% | +13.9% | +128.5% | +127.5% |
| 1Y | +207.8% | +20.7% | +187.1% | +182.7% |
| 3Y | +879.5% | +260.6% | +618.9% | +485.5% |
| 5Y | +509.0% | +248.9% | +260.2% | +257.2% |
| All | +568.0% | +269.3% | +298.8% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling