+9.3%
XYZ vs RVMD
+430.6%
-421.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -1.7% | +6.4% | -8.2% | -2.3% |
| 3M | +16.7% | +34.9% | -18.2% | +13.6% |
| 6M | +26.9% | +107.6% | -80.7% | +18.2% |
| YTD | +27.1% | +163.7% | -136.5% | +15.3% |
| 1Y | +9.3% | +439.2% | -429.9% | -6.1% |
| All | +9.3% | +430.6% | -421.4% | -6.1% |
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