+496.2%
RVMD vs SPY
+147.0%
+349.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | -10.4% | +2.6% | -13.0% | -13.0% |
| 30D | -11.0% | -2.0% | -9.0% | -8.6% |
| 3M | -14.7% | -2.8% | -11.9% | -11.7% |
| 6M | +14.9% | +2.1% | +12.8% | +12.6% |
| YTD | +116.3% | +11.5% | +104.8% | +92.3% |
| 1Y | +167.6% | +13.5% | +154.2% | +133.4% |
| 3Y | +776.8% | +77.7% | +699.1% | +363.8% |
| 5Y | +424.8% | +72.6% | +352.2% | +190.9% |
| All | +496.2% | +147.0% | +349.1% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling