+603.6%
RVMD vs RSG
+146.3%
+457.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -3.6% | -1.8% | -1.8% | -2.8% |
| 30D | -1.1% | +2.8% | -3.9% | -2.3% |
| 3M | +41.0% | +4.3% | +36.7% | +37.7% |
| 6M | +105.7% | -0.5% | +106.2% | +104.4% |
| YTD | +155.3% | +5.2% | +150.1% | +145.7% |
| 1Y | +402.7% | -2.1% | +404.9% | +402.0% |
| 3Y | +533.1% | +56.5% | +476.6% | +389.8% |
| 5Y | +583.5% | +89.5% | +494.0% | +366.0% |
| All | +603.6% | +146.3% | +457.3% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling