+603.6%
RVMD vs UUUU
+687.9%
-84.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.0% |
| 7D | -3.6% | -5.0% | +1.5% | -2.7% |
| 30D | -1.1% | -7.8% | +6.7% | 0.0% |
| 3M | +41.0% | -0.4% | +41.5% | +39.9% |
| 6M | +105.7% | -32.9% | +138.6% | +115.5% |
| YTD | +155.3% | -6.3% | +161.6% | +146.0% |
| 1Y | +402.7% | +7.9% | +394.8% | +351.8% |
| 3Y | +533.1% | +85.2% | +447.9% | +363.5% |
| 5Y | +583.5% | +97.0% | +486.6% | +364.3% |
| All | +603.6% | +687.9% | -84.2% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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