+579.8%
RVMD vs STLA
-63.2%
+643.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +0.3% | -5.2% | +5.5% | +1.3% |
| 3M | +38.9% | -24.9% | +63.7% | +47.9% |
| 6M | +108.1% | -25.2% | +133.3% | +120.7% |
| YTD | +160.7% | -51.4% | +212.2% | +204.6% |
| 1Y | +407.3% | -40.7% | +448.0% | +451.8% |
| 3Y | +546.6% | -66.3% | +612.8% | +694.7% |
| 5Y | +579.8% | -63.2% | +643.0% | +662.7% |
| All | +579.8% | -63.2% | +643.0% | +662.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling