+201.3%
SU vs RVMD
+622.3%
-421.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.2% | -3.0% | +5.2% | +2.6% |
| 30D | +8.4% | -0.7% | +9.2% | +8.5% |
| 3M | +12.1% | +36.5% | -24.5% | +8.1% |
| 6M | +19.7% | +104.6% | -84.9% | +8.9% |
| YTD | +58.4% | +155.8% | -97.4% | +39.1% |
| 1Y | +67.2% | +340.7% | -273.4% | +36.8% |
| 3Y | +125.0% | +519.9% | -394.9% | +68.9% |
| 5Y | +355.1% | +584.9% | -229.9% | +215.8% |
| All | +201.3% | +622.3% | -421.0% | +75.4% |
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