+496.2%
RVMD vs RL
+257.0%
+239.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.9% |
| 7D | -10.4% | +2.6% | -13.0% | -11.1% |
| 30D | -11.0% | +2.9% | -13.9% | -11.8% |
| 3M | -14.7% | 0.0% | -14.7% | -14.9% |
| 6M | +14.9% | +17.1% | -2.2% | +7.7% |
| YTD | +116.3% | +10.1% | +106.2% | +105.5% |
| 1Y | +167.6% | +17.3% | +150.3% | +148.2% |
| 3Y | +776.8% | +249.3% | +527.5% | +430.0% |
| 5Y | +424.8% | +240.9% | +183.9% | +210.6% |
| All | +496.2% | +257.0% | +239.2% | +236.1% |
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 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