+91.5%
USB vs RVMD
+793.5%
-702.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -1.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +5.8% | -4.3% | +10.1% | +6.1% |
| 3M | -6.0% | -2.8% | -3.2% | -5.9% |
| 6M | +7.8% | +27.3% | -19.5% | +4.6% |
| YTD | +14.6% | +141.4% | -126.8% | +0.4% |
| 1Y | +31.8% | +213.3% | -181.5% | +9.5% |
| 3Y | +91.5% | +792.7% | -701.1% | +9.2% |
| All | +91.5% | +793.5% | -702.0% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling