+433.8%
TPR vs RVMD
+581.6%
-147.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.3% | -2.5% |
| 7D | +14.2% | +0.5% | +13.7% | +13.7% |
| 30D | +17.1% | -4.3% | +21.4% | +17.3% |
| 3M | -17.7% | -2.8% | -14.9% | -17.9% |
| 6M | -10.2% | +27.3% | -37.5% | -15.1% |
| YTD | +4.9% | +141.4% | -136.5% | -15.2% |
| 1Y | +36.1% | +213.3% | -177.1% | +4.1% |
| 3Y | +416.5% | +792.7% | -376.2% | +203.6% |
| 5Y | +254.8% | +470.6% | -215.8% | +105.5% |
| All | +433.8% | +581.6% | -147.8% | +128.5% |
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