+55.4%
SE vs RVMD
+525.1%
-469.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | -1.5% | -0.7% | -0.7% | -1.4% |
| 30D | -22.3% | -6.4% | -15.9% | -21.4% |
| 3M | -41.8% | -14.1% | -27.7% | -40.1% |
| 6M | -22.4% | +21.0% | -43.4% | -27.3% |
| YTD | -41.6% | +121.4% | -163.0% | -55.8% |
| 1Y | -48.0% | +167.9% | -215.9% | -62.9% |
| 3Y | +63.9% | +794.7% | -730.9% | -23.9% |
| 5Y | -78.2% | +437.2% | -515.3% | -90.0% |
| All | +55.4% | +525.1% | -469.7% | -33.7% |
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