-8.4%
T vs RVMD
+396.9%
-405.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.5% |
| 7D | -2.4% | -3.6% | +1.1% | -2.6% |
| 30D | +4.3% | -1.1% | +5.4% | +4.2% |
| 3M | +11.6% | +41.0% | -29.5% | +13.1% |
| 6M | -5.6% | +105.7% | -111.3% | -2.5% |
| YTD | +6.6% | +155.3% | -148.7% | +9.7% |
| 1Y | -8.4% | +402.7% | -411.1% | -12.3% |
| All | -8.4% | +396.9% | -405.3% | -12.3% |
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