+618.6%
RVMD vs SPYG
+183.2%
+435.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -0.7% | +0.3% | -1.1% | -1.0% |
| 30D | +0.3% | -1.7% | +2.0% | +1.9% |
| 3M | +38.9% | +3.6% | +35.2% | +33.9% |
| 6M | +108.1% | +16.6% | +91.5% | +79.8% |
| YTD | +160.7% | +13.4% | +147.4% | +130.6% |
| 1Y | +407.3% | +19.6% | +387.7% | +325.9% |
| 3Y | +546.6% | +99.8% | +446.8% | +223.4% |
| 5Y | +579.8% | +85.0% | +494.9% | +269.0% |
| All | +618.6% | +183.2% | +435.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling