+578.6%
RVMD vs S
-71.9%
+650.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -1.2% | -5.8% | +4.6% | +0.4% |
| 30D | +1.1% | -9.2% | +10.3% | +3.2% |
| 3M | +39.6% | +23.4% | +16.3% | +29.8% |
| 6M | +110.7% | +36.9% | +73.8% | +88.2% |
| YTD | +160.3% | +29.5% | +130.8% | +134.6% |
| 1Y | +404.9% | +5.4% | +399.5% | +378.6% |
| 3Y | +545.5% | +14.7% | +530.8% | +462.9% |
| All | +578.6% | -71.9% | +650.5% | +678.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling