+561.7%
RVMD vs S
-56.8%
+618.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.0% | -7.7% | +8.7% | +3.0% |
| 30D | +6.4% | -5.3% | +11.8% | +7.4% |
| 3M | +34.9% | +20.3% | +14.6% | +26.9% |
| 6M | +107.6% | +47.4% | +60.2% | +83.0% |
| YTD | +163.7% | +32.5% | +131.1% | +137.8% |
| 1Y | +439.2% | +9.5% | +429.7% | +407.7% |
| 3Y | +499.2% | +15.5% | +483.7% | +427.9% |
| 5Y | +621.7% | -71.2% | +692.9% | +660.3% |
| All | +561.7% | -56.8% | +618.5% | +645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling