+496.2%
RVMD vs RRC
+1,675.1%
-1,178.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -10.4% | +6.4% | -16.8% | -11.1% |
| 30D | -11.0% | +23.9% | -34.8% | -13.7% |
| 3M | -14.7% | +30.2% | -44.9% | -18.0% |
| 6M | +14.9% | +26.3% | -11.3% | +10.7% |
| YTD | +116.3% | +48.1% | +68.2% | +102.5% |
| 1Y | +167.6% | +37.7% | +129.9% | +153.1% |
| 3Y | +776.8% | +60.3% | +716.5% | +700.8% |
| 5Y | +424.8% | +135.3% | +289.5% | +343.7% |
| All | +496.2% | +1,675.1% | -1,178.9% | +269.9% |
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