+605.1%
RVMD vs SPY
+149.7%
+455.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.7% |
| 7D | -3.0% | -0.8% | -2.2% | -2.1% |
| 30D | -0.7% | -1.1% | +0.3% | +0.4% |
| 3M | +36.5% | +3.9% | +32.7% | +30.8% |
| 6M | +104.6% | +13.6% | +91.0% | +77.9% |
| YTD | +155.8% | +12.7% | +143.2% | +124.0% |
| 1Y | +340.7% | +17.5% | +323.2% | +268.2% |
| 3Y | +519.9% | +76.9% | +443.0% | +229.7% |
| 5Y | +584.9% | +83.6% | +501.4% | +257.4% |
| All | +605.1% | +149.7% | +455.4% | +166.4% |
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