+273.6%
SPOT vs RVMD
+634.9%
-361.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.3% |
| 7D | -2.9% | -1.2% | -1.6% | -2.6% |
| 30D | +8.3% | +1.1% | +7.2% | +7.9% |
| 3M | +5.1% | +39.6% | -34.5% | -1.5% |
| 6M | -6.5% | +110.7% | -117.2% | -20.2% |
| YTD | -9.0% | +160.3% | -169.3% | -26.7% |
| 1Y | -26.4% | +404.9% | -431.3% | -48.6% |
| 3Y | +240.0% | +545.5% | -305.4% | +110.9% |
| 5Y | +111.7% | +584.7% | -472.9% | +17.1% |
| All | +273.6% | +634.9% | -361.3% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling