+531.8%
RVMD vs STLA
-66.8%
+598.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +0.3% | -5.2% | +5.5% | +1.1% |
| 3M | +38.9% | -24.9% | +63.7% | +46.5% |
| 6M | +108.1% | -25.2% | +133.3% | +118.7% |
| YTD | +160.7% | -51.4% | +212.2% | +197.7% |
| 1Y | +407.3% | -40.7% | +448.0% | +441.1% |
| All | +531.8% | -66.8% | +598.6% | +589.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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