+519.9%
RVMD vs RRX
+5.4%
+514.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.6% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -0.7% | -6.1% | +5.4% | +0.6% |
| 3M | +36.5% | -23.1% | +59.6% | +42.7% |
| 6M | +104.6% | -19.5% | +124.1% | +110.2% |
| YTD | +155.8% | +16.1% | +139.8% | +137.6% |
| 1Y | +340.7% | +12.9% | +327.8% | +309.4% |
| 3Y | +519.9% | +7.9% | +512.0% | +395.7% |
| All | +519.9% | +5.4% | +514.6% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling