+3.7%
SO vs RVMD
+244.4%
-240.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.6% |
| 7D | +1.7% | +5.8% | -4.1% | +2.0% |
| 30D | +11.1% | -3.8% | +15.0% | +11.1% |
| 3M | +0.7% | +3.2% | -2.5% | +0.9% |
| 6M | -1.4% | +35.0% | -36.4% | -0.2% |
| YTD | +9.4% | +150.7% | -141.3% | +13.7% |
| 1Y | +3.7% | +241.0% | -237.2% | +4.3% |
| All | +3.7% | +244.4% | -240.6% | +4.3% |
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