+66.2%
XYZ vs RVMD
+860.0%
-793.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.2% | -2.7% |
| 7D | +12.6% | -0.6% | +13.2% | +12.7% |
| 30D | +10.8% | +1.7% | +9.1% | +10.2% |
| 3M | +8.4% | -6.7% | +15.1% | +9.4% |
| 6M | +14.3% | +36.1% | -21.8% | +7.0% |
| YTD | +31.5% | +142.4% | -110.9% | +4.4% |
| 1Y | +28.1% | +207.8% | -179.6% | -5.3% |
| 3Y | +66.2% | +879.5% | -813.3% | -29.4% |
| All | +66.2% | +860.0% | -793.8% | -29.4% |
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