-2.3%
SO vs RVMD
+375.0%
-377.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.1% | -3.0% | +1.9% | -1.2% |
| 30D | -5.0% | -0.7% | -4.3% | -5.0% |
| 3M | -5.8% | +36.5% | -42.3% | -4.7% |
| 6M | -7.9% | +104.6% | -112.5% | -5.5% |
| YTD | +2.4% | +155.8% | -153.4% | +6.4% |
| 1Y | -2.3% | +340.7% | -342.9% | +3.1% |
| All | -2.3% | +375.0% | -377.2% | +3.1% |
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