+99.6%
STM vs RVMD
+430.6%
-331.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +5.8% | +1.0% | +4.8% | +5.7% |
| 30D | -1.0% | +6.4% | -7.5% | -1.5% |
| 3M | -33.3% | +34.9% | -68.2% | -34.5% |
| 6M | +57.4% | +107.6% | -50.2% | +48.8% |
| YTD | +102.2% | +163.7% | -61.5% | +89.8% |
| 1Y | +99.6% | +439.2% | -339.6% | +66.7% |
| All | +99.6% | +430.6% | -331.0% | +66.7% |
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 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