+16.7%
STM vs RVMD
+781.3%
-764.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +12.0% | -10.4% | +22.4% | +14.5% |
| 30D | -0.4% | -11.0% | +10.6% | +2.0% |
| 3M | -13.2% | -14.7% | +1.5% | -10.5% |
| 6M | -26.1% | +14.9% | -41.0% | -28.1% |
| YTD | +81.2% | +116.3% | -35.1% | +48.0% |
| 1Y | +98.3% | +167.6% | -69.3% | +51.4% |
| 3Y | +16.7% | +776.8% | -760.1% | -45.9% |
| All | +16.7% | +781.3% | -764.6% | -45.9% |
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