-68.9%
U vs RVMD
+560.0%
-628.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | 0.0% | -3.6% | +3.5% | +1.3% |
| 30D | -4.1% | -1.1% | -3.0% | -4.0% |
| 3M | +57.8% | +41.0% | +16.8% | +37.6% |
| 6M | +103.5% | +105.7% | -2.2% | +48.2% |
| YTD | -4.8% | +155.3% | -160.1% | -39.4% |
| 1Y | -2.4% | +402.7% | -405.1% | -54.6% |
| 3Y | +11.7% | +533.1% | -521.4% | -58.3% |
| 5Y | -68.9% | +583.5% | -652.4% | -91.1% |
| All | -68.9% | +560.0% | -628.9% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling