+65.5%
T vs RVMD
+781.3%
-715.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.1% |
| 7D | +2.5% | -10.4% | +12.9% | +2.2% |
| 30D | -3.8% | -11.0% | +7.2% | -4.0% |
| 3M | -8.7% | -14.7% | +6.0% | -9.1% |
| 6M | -8.1% | +14.9% | -23.0% | -7.8% |
| YTD | -6.4% | +116.3% | -122.8% | -5.0% |
| 1Y | -9.8% | +167.6% | -177.4% | -8.6% |
| 3Y | +65.5% | +776.8% | -711.3% | +65.2% |
| All | +65.5% | +781.3% | -715.8% | +65.2% |
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