+38.1%
T vs RVMD
+644.5%
-606.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.3% | +1.0% | -2.3% | -1.3% |
| 30D | +11.4% | +6.4% | +4.9% | +11.0% |
| 3M | +14.3% | +34.9% | -20.6% | +12.6% |
| 6M | -9.3% | +107.6% | -116.8% | -12.9% |
| YTD | +7.1% | +163.7% | -156.6% | +1.0% |
| 1Y | -9.1% | +439.2% | -448.3% | -18.2% |
| 3Y | +105.3% | +499.2% | -393.9% | +79.4% |
| 5Y | +66.8% | +621.7% | -554.9% | +39.5% |
| All | +38.1% | +644.5% | -606.4% | +9.5% |
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