+45.3%
SO vs RVMD
+545.7%
-500.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | +1.0% | -1.2% | +2.2% | +1.0% |
| 30D | -3.2% | +1.1% | -4.3% | -3.2% |
| 3M | -1.7% | +39.6% | -41.3% | -2.3% |
| 6M | -7.2% | +110.7% | -117.9% | -8.7% |
| YTD | +4.6% | +160.3% | -155.7% | +1.8% |
| 1Y | +1.2% | +404.9% | -403.7% | -4.7% |
| 3Y | +45.3% | +545.5% | -500.2% | +30.4% |
| All | +45.3% | +545.7% | -500.4% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling