+390.9%
TPR vs RVMD
+644.5%
-253.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.3% | +1.0% | -3.3% | -2.5% |
| 30D | -23.0% | +6.4% | -29.4% | -23.9% |
| 3M | -12.5% | +34.9% | -47.4% | -17.6% |
| 6M | -21.4% | +107.6% | -129.0% | -33.0% |
| YTD | -3.5% | +163.7% | -167.2% | -22.7% |
| 1Y | +17.4% | +439.2% | -421.9% | -19.7% |
| 3Y | +291.3% | +499.2% | -208.0% | +146.0% |
| 5Y | +241.9% | +621.7% | -379.8% | +87.0% |
| All | +390.9% | +644.5% | -253.5% | +108.1% |
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