+618.6%
RVMD vs SITM
+1,769.6%
-1,151.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -0.7% | +3.7% | -4.4% | -1.6% |
| 30D | +0.3% | -14.5% | +14.8% | +3.4% |
| 3M | +38.9% | -10.6% | +49.4% | +38.9% |
| 6M | +108.1% | +65.5% | +42.6% | +75.7% |
| YTD | +160.7% | +67.0% | +93.7% | +116.3% |
| 1Y | +407.3% | +138.6% | +268.7% | +278.6% |
| 3Y | +546.6% | +421.8% | +124.8% | +255.7% |
| 5Y | +579.8% | +172.4% | +407.4% | +292.2% |
| All | +618.6% | +1,769.6% | -1,151.0% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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