+531.8%
RVMD vs RVTY
+16.6%
+515.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | -0.7% | -5.4% | +4.7% | +1.3% |
| 30D | +0.3% | +6.7% | -6.4% | -2.3% |
| 3M | +38.9% | +19.0% | +19.9% | +29.0% |
| 6M | +108.1% | +34.6% | +73.5% | +83.1% |
| YTD | +160.7% | +28.3% | +132.5% | +132.3% |
| 1Y | +407.3% | +46.0% | +361.2% | +325.6% |
| All | +531.8% | +16.6% | +515.2% | +465.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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