+583.5%
RVMD vs SPG
+103.4%
+480.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.1% |
| 30D | -1.1% | -5.8% | +4.7% | +3.0% |
| 3M | +41.0% | -2.8% | +43.8% | +42.8% |
| 6M | +105.7% | +8.9% | +96.8% | +91.2% |
| YTD | +155.3% | +14.3% | +141.0% | +127.5% |
| 1Y | +402.7% | +19.5% | +383.2% | +332.7% |
| 3Y | +533.1% | +106.9% | +426.2% | +245.5% |
| 5Y | +583.5% | +108.7% | +474.8% | +260.8% |
| All | +583.5% | +103.4% | +480.2% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling