+2.2%
XYZ vs RVMD
+644.5%
-642.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.0% | +1.0% | -2.0% | -1.3% |
| 30D | -1.7% | +6.4% | -8.2% | -3.6% |
| 3M | +16.7% | +34.9% | -18.2% | +6.7% |
| 6M | +26.9% | +107.6% | -80.7% | -0.5% |
| YTD | +27.1% | +163.7% | -136.5% | -9.4% |
| 1Y | +9.3% | +439.2% | -429.9% | -38.5% |
| 3Y | +42.3% | +499.2% | -456.9% | -28.9% |
| 5Y | -69.3% | +621.7% | -691.0% | -87.2% |
| All | +2.2% | +644.5% | -642.3% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling