-39.0%
U vs RVMD
+576.4%
-615.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.8% | +1.0% | -4.8% | -4.2% |
| 30D | +17.5% | +6.4% | +11.0% | +14.8% |
| 3M | +38.7% | +34.9% | +3.8% | +24.7% |
| 6M | +104.4% | +107.6% | -3.1% | +53.9% |
| YTD | -5.7% | +163.7% | -169.4% | -37.3% |
| 1Y | +3.7% | +439.2% | -435.5% | -48.1% |
| 3Y | +12.3% | +499.2% | -486.9% | -50.6% |
| 5Y | -68.8% | +621.7% | -690.5% | -89.1% |
| All | -39.0% | +576.4% | -615.4% | -78.7% |
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