+150.7%
SPY vs RVMD
+644.5%
-493.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +0.1% | +6.4% | -6.4% | -0.7% |
| 3M | +2.0% | +34.9% | -32.9% | -1.5% |
| 6M | +13.0% | +107.6% | -94.5% | +3.1% |
| YTD | +13.5% | +163.7% | -150.1% | -0.1% |
| 1Y | +20.0% | +439.2% | -419.2% | -3.5% |
| 3Y | +77.2% | +499.2% | -422.0% | +36.5% |
| 5Y | +81.9% | +621.7% | -539.8% | +29.6% |
| All | +150.7% | +644.5% | -493.8% | +61.7% |
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