+102.9%
T vs RVMD
+549.6%
-446.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -0.7% | -2.3% | -3.1% |
| 30D | +4.6% | +0.3% | +4.2% | +4.6% |
| 3M | +12.2% | +38.9% | -26.6% | +12.3% |
| 6M | -6.5% | +108.1% | -114.6% | -6.5% |
| YTD | +4.9% | +160.7% | -155.8% | +4.1% |
| 1Y | -10.5% | +407.3% | -417.8% | -13.1% |
| All | +102.9% | +549.6% | -446.7% | +92.2% |
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