+105.7%
RVMD vs RSG
-2.8%
+108.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.4% |
| 7D | -3.6% | -1.8% | -1.8% | -4.4% |
| 30D | -1.1% | +2.8% | -3.9% | +0.3% |
| 3M | +41.0% | +4.3% | +36.7% | +44.0% |
| 6M | +105.7% | -0.5% | +106.2% | +111.5% |
| All | +105.7% | -2.8% | +108.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 6mo: compounded portfolio wealth divided by compounded RSG 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…
6mo analysis · Full analysis span regression · 6 months rolling