+531.8%
RVMD vs SPG
+106.5%
+425.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.7% |
| 7D | -0.7% | -1.7% | +0.9% | +0.2% |
| 30D | +0.3% | -6.3% | +6.6% | +4.3% |
| 3M | +38.9% | -2.4% | +41.3% | +39.8% |
| 6M | +108.1% | +9.6% | +98.5% | +93.2% |
| YTD | +160.7% | +14.2% | +146.5% | +133.9% |
| 1Y | +407.3% | +19.3% | +388.0% | +340.0% |
| All | +531.8% | +106.5% | +425.3% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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