+5.8%
XYZ vs RVMD
+540.6%
-534.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +1.9% |
| 7D | -2.2% | -9.5% | +7.3% | +0.3% |
| 30D | +11.6% | -6.8% | +18.4% | +13.3% |
| 3M | +8.4% | -12.1% | +20.5% | +11.6% |
| 6M | +17.2% | +25.4% | -8.2% | +8.5% |
| YTD | +31.7% | +126.9% | -95.2% | -2.6% |
| 1Y | +30.1% | +182.0% | -151.9% | -10.4% |
| 3Y | +66.4% | +816.8% | -750.3% | -24.7% |
| 5Y | -62.2% | +464.0% | -526.1% | -83.1% |
| All | +5.8% | +540.6% | -534.7% | -60.5% |
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 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