-44.2%
SE vs RVMD
+396.9%
-441.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.9% |
| 7D | -4.8% | -3.6% | -1.2% | -4.7% |
| 30D | -18.1% | -1.1% | -17.0% | -18.1% |
| 3M | +30.6% | +41.0% | -10.4% | +28.4% |
| 6M | +20.8% | +105.7% | -84.9% | +17.5% |
| YTD | -15.6% | +155.3% | -170.9% | -17.7% |
| 1Y | -44.2% | +402.7% | -446.9% | -47.3% |
| All | -44.2% | +396.9% | -441.2% | -47.3% |
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