+545.5%
RVMD vs SM
-2.8%
+548.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.7% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | +1.1% | +31.5% | -30.5% | -2.4% |
| 3M | +39.6% | +17.3% | +22.3% | +36.2% |
| 6M | +110.7% | +48.5% | +62.2% | +95.8% |
| YTD | +160.3% | +106.3% | +54.0% | +125.5% |
| 1Y | +404.9% | +47.3% | +357.6% | +370.1% |
| 3Y | +545.5% | -1.4% | +546.9% | +502.8% |
| All | +545.5% | -2.8% | +548.2% | +502.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling