+11.1%
SMR vs RVMD
+852.8%
-841.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.3% | +16.5% | +15.6% |
| 7D | +21.4% | -1.2% | +22.6% | +21.7% |
| 30D | +13.8% | +1.1% | +12.8% | +13.3% |
| 3M | +3.9% | +39.6% | -35.7% | -4.6% |
| 6M | -4.2% | +110.7% | -114.9% | -22.3% |
| YTD | -21.1% | +160.3% | -181.4% | -40.3% |
| 1Y | -67.1% | +404.9% | -472.0% | -79.4% |
| 3Y | +88.9% | +545.5% | -456.6% | +6.6% |
| All | +11.1% | +852.8% | -841.6% | -41.2% |
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