+626.7%
RVMD vs RRC
+1,335.0%
-708.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.0% | +1.3% | -0.3% | +0.9% |
| 30D | +6.4% | +10.1% | -3.7% | +5.1% |
| 3M | +34.9% | +4.0% | +30.9% | +33.9% |
| 6M | +107.6% | +1.6% | +106.0% | +106.0% |
| YTD | +163.7% | +19.7% | +144.0% | +155.0% |
| 1Y | +439.2% | +21.4% | +417.8% | +418.9% |
| 3Y | +499.2% | +29.7% | +469.5% | +464.7% |
| 5Y | +621.7% | +153.9% | +467.8% | +503.4% |
| All | +626.7% | +1,335.0% | -708.3% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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