+15.1%
TEAM vs RVMD
+634.9%
-619.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.7% | -6.7% |
| 7D | -5.7% | -1.2% | -4.5% | -5.4% |
| 30D | +18.3% | +1.1% | +17.3% | +17.9% |
| 3M | +80.2% | +39.6% | +40.6% | +67.1% |
| 6M | +111.0% | +110.7% | +0.3% | +75.3% |
| YTD | +8.8% | +160.3% | -151.5% | -15.9% |
| 1Y | +2.2% | +404.9% | -402.8% | -33.3% |
| 3Y | -14.6% | +545.5% | -560.1% | -50.5% |
| 5Y | -53.8% | +584.7% | -638.5% | -76.0% |
| All | +15.1% | +634.9% | -619.8% | -42.6% |
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