+626.7%
RVMD vs SPG
+115.4%
+511.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +1.0% | -2.4% | +3.4% | +2.0% |
| 30D | +6.4% | -6.8% | +13.3% | +9.4% |
| 3M | +34.9% | +2.7% | +32.2% | +33.0% |
| 6M | +107.6% | +5.5% | +102.1% | +102.3% |
| YTD | +163.7% | +15.7% | +148.0% | +147.1% |
| 1Y | +439.2% | +20.9% | +418.3% | +396.5% |
| 3Y | +499.2% | +112.4% | +386.8% | +344.8% |
| 5Y | +621.7% | +101.4% | +520.4% | +446.5% |
| All | +626.7% | +115.4% | +511.3% | +432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling