-100.0%
VIVK vs RMD
+50.8%
-150.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -9.5% | -4.2% | -5.3% | -9.0% |
| 30D | -35.1% | -2.1% | -33.1% | -35.1% |
| 3M | -93.4% | +13.8% | -107.1% | -93.5% |
| 6M | -98.0% | -10.6% | -87.4% | -97.9% |
| YTD | -97.9% | -8.1% | -89.8% | -97.8% |
| 1Y | -100.0% | -18.0% | -82.0% | -100.0% |
| All | -100.0% | +50.8% | -150.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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