+626.7%
RVMD vs Z
-31.4%
+658.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +1.0% | -3.0% | +4.0% | +1.9% |
| 30D | +6.4% | -4.2% | +10.6% | +7.2% |
| 3M | +34.9% | -3.7% | +38.6% | +34.6% |
| 6M | +107.6% | -24.5% | +132.1% | +122.5% |
| YTD | +163.7% | -49.3% | +213.0% | +218.0% |
| 1Y | +439.2% | -58.7% | +497.9% | +590.7% |
| 3Y | +499.2% | -34.1% | +533.3% | +517.1% |
| 5Y | +621.7% | -64.5% | +686.3% | +721.8% |
| All | +626.7% | -31.4% | +658.1% | +498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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