+24.3%
W vs RVMD
+244.4%
-220.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.8% | +8.2% | +10.6% |
| 7D | +8.4% | +5.8% | +2.5% | +7.5% |
| 30D | +16.5% | -3.8% | +20.4% | +17.0% |
| 3M | +6.4% | +3.2% | +3.2% | +5.7% |
| 6M | +90.5% | +35.0% | +55.5% | +84.0% |
| YTD | +23.1% | +150.7% | -127.7% | +14.4% |
| 1Y | +24.3% | +241.0% | -216.7% | +14.5% |
| All | +24.3% | +244.4% | -220.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling