+133.8%
SE vs RVMD
+644.5%
-510.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.1% | +1.0% | -7.1% | -6.3% |
| 30D | -2.5% | +6.4% | -8.9% | -4.2% |
| 3M | +21.7% | +34.9% | -13.2% | +11.9% |
| 6M | +27.0% | +107.6% | -80.6% | +1.6% |
| YTD | -12.1% | +163.7% | -175.8% | -35.9% |
| 1Y | -40.9% | +439.2% | -480.1% | -65.5% |
| 3Y | +191.0% | +499.2% | -308.2% | +49.6% |
| 5Y | -68.3% | +621.7% | -690.0% | -86.4% |
| All | +133.8% | +644.5% | -510.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling