+588.9%
RVMD vs TRU
-35.6%
+624.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -3.0% | -2.7% | -0.2% | -2.0% |
| 30D | -0.7% | -2.0% | +1.3% | -0.3% |
| 3M | +36.5% | +18.4% | +18.1% | +26.3% |
| 6M | +104.6% | +8.9% | +95.7% | +94.9% |
| YTD | +155.8% | -8.9% | +164.8% | +157.8% |
| 1Y | +340.7% | -15.9% | +356.6% | +355.2% |
| 3Y | +519.9% | -1.1% | +521.0% | +488.7% |
| All | +588.9% | -35.6% | +624.5% | +646.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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