+542.0%
RVMD vs S
-57.1%
+599.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -0.7% | -11.4% | +10.7% | +2.0% |
| 3M | +36.5% | +33.8% | +2.7% | +24.8% |
| 6M | +104.6% | +39.5% | +65.1% | +83.1% |
| YTD | +155.8% | +31.7% | +124.2% | +131.1% |
| 1Y | +340.7% | +7.0% | +333.7% | +317.2% |
| 3Y | +519.9% | +11.8% | +508.2% | +451.4% |
| 5Y | +584.9% | -69.0% | +654.0% | +625.4% |
| All | +542.0% | -57.1% | +599.1% | +624.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling