-14.4%
SMR vs RVMD
+836.4%
-850.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.9% | -15.7% |
| 7D | -11.2% | -3.0% | -8.3% | -10.6% |
| 30D | -10.2% | -0.7% | -9.5% | -10.2% |
| 3M | -10.0% | +36.5% | -46.6% | -16.9% |
| 6M | -30.5% | +104.6% | -135.1% | -43.2% |
| YTD | -39.2% | +155.8% | -195.1% | -53.8% |
| 1Y | -75.5% | +340.7% | -416.2% | -84.1% |
| 3Y | +45.4% | +519.9% | -474.5% | -17.3% |
| All | -14.4% | +836.4% | -850.9% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling