+626.7%
RVMD vs RVTY
+37.9%
+588.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | +6.4% | +13.2% | -6.8% | +0.4% |
| 3M | +34.9% | +27.2% | +7.6% | +19.9% |
| 6M | +107.6% | +32.4% | +75.1% | +80.0% |
| YTD | +163.7% | +34.9% | +128.8% | +125.1% |
| 1Y | +439.2% | +52.4% | +386.8% | +331.2% |
| 3Y | +499.2% | +12.3% | +486.9% | +433.1% |
| 5Y | +621.7% | -30.8% | +652.5% | +695.1% |
| All | +626.7% | +37.9% | +588.8% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling