+230.9%
SPOT vs RVMD
+536.1%
-305.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | -0.1% |
| 7D | -6.9% | -3.6% | -3.3% | -6.7% |
| 30D | +4.1% | -1.1% | +5.2% | +4.1% |
| 3M | +3.7% | +41.0% | -37.3% | +1.3% |
| 6M | -1.6% | +105.7% | -107.3% | -7.2% |
| YTD | -10.2% | +155.3% | -165.5% | -17.1% |
| 1Y | -25.9% | +402.7% | -428.6% | -35.7% |
| All | +230.9% | +536.1% | -305.1% | +161.2% |
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 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