+18.4%
U vs RVMD
+244.4%
-226.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.6% |
| 7D | +7.5% | +5.8% | +1.7% | +6.8% |
| 30D | -7.0% | -3.8% | -3.2% | -6.7% |
| 3M | +20.6% | +3.2% | +17.3% | +19.8% |
| 6M | +53.2% | +35.0% | +18.2% | +47.0% |
| YTD | -3.9% | +150.7% | -154.6% | -13.2% |
| 1Y | +18.4% | +241.0% | -222.6% | -2.3% |
| All | +18.4% | +244.4% | -226.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling