+588.9%
RVMD vs RRX
+17.8%
+571.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.0% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -0.7% | -6.1% | +5.4% | +1.2% |
| 3M | +36.5% | -23.1% | +59.6% | +45.9% |
| 6M | +104.6% | -19.5% | +124.1% | +112.5% |
| YTD | +155.8% | +16.1% | +139.8% | +128.7% |
| 1Y | +340.7% | +12.9% | +327.8% | +293.8% |
| 3Y | +519.9% | +7.9% | +512.0% | +434.4% |
| All | +588.9% | +17.8% | +571.0% | +469.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling