-46.2%
SE vs RVMD
+162.9%
-209.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | -0.5% | -10.4% | +9.9% | 0.0% |
| 30D | -20.9% | -11.0% | -10.0% | -20.4% |
| 3M | -38.9% | -14.7% | -24.2% | -38.5% |
| 6M | -19.4% | +14.9% | -34.3% | -20.1% |
| YTD | -40.9% | +116.3% | -157.2% | -41.3% |
| 1Y | -46.2% | +167.6% | -213.8% | -52.3% |
| All | -46.2% | +162.9% | -209.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling