-23.8%
SPOT vs RVMD
+375.0%
-398.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.1% | -3.0% | -0.1% | -3.0% |
| 30D | +7.4% | -0.7% | +8.1% | +7.3% |
| 3M | +8.2% | +36.5% | -28.4% | +6.8% |
| 6M | +2.2% | +104.6% | -102.4% | -2.4% |
| YTD | -9.5% | +155.8% | -165.3% | -14.5% |
| 1Y | -23.8% | +340.7% | -364.5% | -31.5% |
| All | -23.8% | +375.0% | -398.8% | -31.5% |
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 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