+626.7%
RVMD vs RL
+223.6%
+403.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | +6.4% | -7.8% | +14.2% | +9.2% |
| 3M | +34.9% | -4.0% | +38.9% | +36.0% |
| 6M | +107.6% | -1.9% | +109.4% | +105.7% |
| YTD | +163.7% | -0.2% | +163.8% | +159.2% |
| 1Y | +439.2% | +10.7% | +428.5% | +409.3% |
| 3Y | +499.2% | +210.8% | +288.4% | +277.1% |
| 5Y | +621.7% | +238.2% | +383.5% | +328.5% |
| All | +626.7% | +223.6% | +403.1% | +323.9% |
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