+583.5%
RVMD vs SPY
+79.8%
+503.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.3% |
| 7D | -3.6% | -2.0% | -1.6% | -1.0% |
| 30D | -1.1% | -1.7% | +0.6% | +1.0% |
| 3M | +41.0% | +4.7% | +36.3% | +32.6% |
| 6M | +105.7% | +12.5% | +93.2% | +76.6% |
| YTD | +155.3% | +11.7% | +143.6% | +120.5% |
| 1Y | +402.7% | +17.5% | +385.2% | +306.6% |
| 3Y | +533.1% | +76.6% | +456.5% | +188.2% |
| 5Y | +583.5% | +82.0% | +501.5% | +217.6% |
| All | +583.5% | +79.8% | +503.8% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling