+618.6%
RVMD vs USHY
+33.1%
+585.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.5% |
| 30D | +0.3% | 0.0% | +0.4% | +0.4% |
| 3M | +38.9% | +0.8% | +38.0% | +36.6% |
| 6M | +108.1% | +1.9% | +106.2% | +101.2% |
| YTD | +160.7% | +2.3% | +158.5% | +150.3% |
| 1Y | +407.3% | +4.1% | +403.1% | +370.5% |
| 3Y | +546.6% | +27.8% | +518.8% | +312.0% |
| 5Y | +579.8% | +21.5% | +558.3% | +376.6% |
| All | +618.6% | +33.1% | +585.5% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling