+46.1%
DE vs RVMD
+244.4%
-198.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.6% |
| 7D | +5.6% | +5.8% | -0.2% | +5.6% |
| 30D | -0.8% | -3.8% | +3.0% | -0.9% |
| 3M | +9.8% | +3.2% | +6.6% | +9.8% |
| 6M | +17.5% | +35.0% | -17.5% | +17.3% |
| YTD | +46.5% | +150.7% | -104.3% | +47.8% |
| 1Y | +46.1% | +241.0% | -194.9% | +37.2% |
| All | +46.1% | +244.4% | -198.3% | +37.2% |
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