+439.2%
RVMD vs SPYG
+22.6%
+416.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.0% | +0.4% | +0.7% | +0.7% |
| 30D | +6.4% | -0.4% | +6.9% | +6.8% |
| 3M | +34.9% | +0.5% | +34.4% | +34.0% |
| 6M | +107.6% | +17.5% | +90.1% | +78.7% |
| YTD | +163.7% | +14.3% | +149.3% | +131.5% |
| 1Y | +439.2% | +21.7% | +417.5% | +327.6% |
| All | +439.2% | +22.6% | +416.6% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling