+210.4%
URI vs RVMD
+570.7%
-360.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | -12.5% | +1.1% | -13.6% | -12.8% |
| 3M | -6.2% | +39.6% | -45.8% | -10.6% |
| 6M | +25.9% | +110.7% | -84.8% | +11.2% |
| YTD | +26.2% | +160.3% | -134.1% | +6.6% |
| 1Y | +5.5% | +404.9% | -399.4% | -20.9% |
| 3Y | +125.0% | +545.5% | -420.5% | +56.2% |
| 5Y | +210.4% | +584.7% | -374.3% | +96.0% |
| All | +210.4% | +570.7% | -360.3% | +96.0% |
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