+583.5%
RVMD vs SPXU
-85.5%
+669.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -1.3% |
| 7D | -3.6% | +6.4% | -9.9% | -0.9% |
| 30D | -1.1% | +5.9% | -7.0% | +1.6% |
| 3M | +41.0% | -11.7% | +52.7% | +34.6% |
| 6M | +105.7% | -28.7% | +134.4% | +81.9% |
| YTD | +155.3% | -26.4% | +181.7% | +129.7% |
| 1Y | +402.7% | -35.2% | +437.9% | +332.0% |
| 3Y | +533.1% | -79.8% | +612.9% | +262.3% |
| 5Y | +583.5% | -86.1% | +669.6% | +335.5% |
| All | +583.5% | -85.5% | +669.1% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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