+439.2%
RVMD vs S
+10.1%
+429.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.0% | -7.7% | +8.7% | +2.5% |
| 30D | +6.4% | -5.3% | +11.8% | +7.1% |
| 3M | +34.9% | +20.3% | +14.6% | +27.5% |
| 6M | +107.6% | +47.4% | +60.2% | +78.8% |
| YTD | +163.7% | +32.5% | +131.1% | +132.1% |
| 1Y | +439.2% | +9.5% | +429.7% | +402.3% |
| All | +439.2% | +10.1% | +429.1% | +402.3% |
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