+70.7%
STM vs RVMD
+622.3%
-551.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.4% | -3.0% | +1.6% | -0.8% |
| 30D | -4.9% | -0.7% | -4.2% | -4.8% |
| 3M | -34.0% | +36.5% | -70.5% | -37.9% |
| 6M | +51.8% | +104.6% | -52.8% | +29.3% |
| YTD | +99.4% | +155.8% | -56.5% | +59.8% |
| 1Y | +99.1% | +340.7% | -241.6% | +41.5% |
| 3Y | +19.5% | +519.9% | -500.5% | -24.9% |
| 5Y | +19.5% | +584.9% | -565.4% | -32.6% |
| All | +70.7% | +622.3% | -551.6% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling