+626.7%
RVMD vs URA
+421.2%
+205.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +1.0% | +1.1% | 0.0% | +0.6% |
| 30D | +6.4% | +7.4% | -0.9% | +3.5% |
| 3M | +34.9% | -8.4% | +43.3% | +38.2% |
| 6M | +107.6% | -12.7% | +120.3% | +113.4% |
| YTD | +163.7% | +7.8% | +155.9% | +147.2% |
| 1Y | +439.2% | +19.5% | +419.8% | +372.0% |
| 3Y | +499.2% | +116.4% | +382.8% | +277.7% |
| 5Y | +621.7% | +134.3% | +487.4% | +317.8% |
| All | +626.7% | +421.2% | +205.5% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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