+588.9%
RVMD vs USHY
+20.9%
+567.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -3.0% | -0.7% | -2.3% | -1.1% |
| 30D | -0.7% | -0.7% | 0.0% | +1.2% |
| 3M | +36.5% | +0.1% | +36.5% | +36.4% |
| 6M | +104.6% | +1.8% | +102.8% | +96.0% |
| YTD | +155.8% | +1.8% | +154.1% | +144.8% |
| 1Y | +340.7% | +3.3% | +337.4% | +305.7% |
| 3Y | +519.9% | +27.0% | +493.0% | +235.1% |
| All | +588.9% | +20.9% | +567.9% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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