+99.6%
DE vs RVMD
+576.1%
-476.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | -3.0% | +0.4% | -2.4% |
| 30D | +9.0% | -0.7% | +9.8% | +9.0% |
| 3M | +19.1% | +36.5% | -17.4% | +16.3% |
| 6M | +14.4% | +104.6% | -90.2% | +7.5% |
| YTD | +45.9% | +155.8% | -109.9% | +33.8% |
| 1Y | +43.6% | +340.7% | -297.1% | +25.1% |
| 3Y | +75.9% | +519.9% | -444.0% | +45.8% |
| All | +99.6% | +576.1% | -476.5% | +57.8% |
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