+241.0%
RVMD vs SM
+70.4%
+170.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.1% | +0.9% |
| 7D | +5.8% | -21.5% | +27.3% | +2.9% |
| 30D | -3.8% | -11.4% | +7.5% | -4.9% |
| 3M | +3.2% | +0.6% | +2.6% | +4.5% |
| 6M | +35.0% | +0.2% | +34.8% | +38.0% |
| YTD | +150.7% | +69.7% | +81.1% | +200.8% |
| 1Y | +241.0% | +71.6% | +169.4% | +310.4% |
| All | +241.0% | +70.4% | +170.6% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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