+617.4%
RVMD vs RUN
-56.1%
+673.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.0% |
| 7D | -1.2% | +10.2% | -11.4% | -3.0% |
| 30D | +1.1% | -9.6% | +10.7% | +2.6% |
| 3M | +39.6% | -31.5% | +71.1% | +47.8% |
| 6M | +110.7% | -18.7% | +129.4% | +113.0% |
| YTD | +160.3% | -49.9% | +210.2% | +179.4% |
| 1Y | +404.9% | -45.5% | +450.4% | +423.4% |
| 3Y | +545.5% | -34.1% | +579.6% | +384.9% |
| 5Y | +584.7% | -79.4% | +664.1% | +539.3% |
| All | +617.4% | -56.1% | +673.4% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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