+626.7%
RVMD vs STLA
-33.5%
+660.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +1.0% | +2.6% | -1.6% | +0.2% |
| 30D | +6.4% | -1.2% | +7.7% | +6.4% |
| 3M | +34.9% | -24.8% | +59.7% | +45.6% |
| 6M | +107.6% | -25.6% | +133.1% | +123.2% |
| YTD | +163.7% | -48.9% | +212.6% | +212.8% |
| 1Y | +439.2% | -38.8% | +478.0% | +493.5% |
| 3Y | +499.2% | -64.5% | +563.7% | +658.5% |
| 5Y | +621.7% | -62.4% | +684.2% | +754.8% |
| All | +626.7% | -33.5% | +660.2% | +509.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling