+618.6%
RVMD vs TRI
+36.0%
+582.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.9% |
| 7D | -0.7% | -8.4% | +7.7% | +2.4% |
| 30D | +0.3% | -6.5% | +6.8% | +2.3% |
| 3M | +38.9% | +18.6% | +20.3% | +24.7% |
| 6M | +108.1% | -10.4% | +118.6% | +110.5% |
| YTD | +160.7% | -23.7% | +184.4% | +184.5% |
| 1Y | +407.3% | -42.5% | +449.7% | +553.5% |
| 3Y | +546.6% | -19.3% | +565.9% | +529.4% |
| 5Y | +579.8% | -9.7% | +589.5% | +487.4% |
| All | +618.6% | +36.0% | +582.6% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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