+241.0%
RVMD vs S
+36.5%
+204.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.5% |
| 7D | +5.8% | -8.2% | +14.0% | +7.3% |
| 30D | -3.8% | -7.6% | +3.8% | -2.8% |
| 3M | +3.2% | +12.0% | -8.7% | +0.2% |
| 6M | +35.0% | +50.6% | -15.6% | +20.7% |
| YTD | +150.7% | +56.6% | +94.1% | +111.9% |
| 1Y | +241.0% | +39.2% | +201.7% | +189.8% |
| All | +241.0% | +36.5% | +204.5% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling