+617.4%
RVMD vs TRU
-14.9%
+632.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.2% |
| 7D | -1.2% | -7.2% | +6.0% | +1.6% |
| 30D | +1.1% | -2.8% | +3.9% | +1.8% |
| 3M | +39.6% | +13.0% | +26.6% | +30.8% |
| 6M | +110.7% | +0.7% | +110.0% | +106.2% |
| YTD | +160.3% | -9.0% | +169.3% | +162.6% |
| 1Y | +404.9% | -16.3% | +421.2% | +424.4% |
| 3Y | +545.5% | -1.1% | +546.5% | +495.7% |
| 5Y | +584.7% | -36.0% | +620.7% | +664.7% |
| All | +617.4% | -14.9% | +632.2% | +602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling