+603.6%
RVMD vs WY
-5.3%
+609.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.8% |
| 7D | -3.6% | -3.7% | +0.1% | -1.9% |
| 30D | -1.1% | -11.3% | +10.2% | +4.4% |
| 3M | +41.0% | -8.1% | +49.2% | +45.3% |
| 6M | +105.7% | -7.4% | +113.1% | +109.9% |
| YTD | +155.3% | -4.7% | +160.0% | +155.5% |
| 1Y | +402.7% | -9.2% | +411.9% | +414.3% |
| 3Y | +533.1% | -24.7% | +557.8% | +599.9% |
| 5Y | +583.5% | -21.6% | +605.1% | +648.9% |
| All | +603.6% | -5.3% | +609.0% | +595.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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