+519.9%
RVMD vs SPYG
+98.4%
+421.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | -3.0% | -0.9% | -2.1% | -2.2% |
| 30D | -0.7% | -1.5% | +0.8% | +0.5% |
| 3M | +36.5% | +3.7% | +32.8% | +32.0% |
| 6M | +104.6% | +16.4% | +88.2% | +79.8% |
| YTD | +155.8% | +13.3% | +142.5% | +129.3% |
| 1Y | +340.7% | +17.9% | +322.8% | +281.8% |
| 3Y | +519.9% | +98.3% | +421.6% | +168.8% |
| All | +519.9% | +98.4% | +421.6% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling