-63.7%
XYZ vs RVMD
+425.4%
-489.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.5% |
| 7D | -1.1% | -10.4% | +9.3% | +2.0% |
| 30D | +11.5% | -11.0% | +22.5% | +14.8% |
| 3M | +1.8% | -14.7% | +16.5% | +5.8% |
| 6M | +21.2% | +14.9% | +6.3% | +14.8% |
| YTD | +29.9% | +116.3% | -86.4% | -4.2% |
| 1Y | +35.8% | +167.6% | -131.9% | -7.2% |
| 3Y | +62.6% | +776.8% | -714.2% | -31.3% |
| All | -63.7% | +425.4% | -489.1% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling