+335.2%
DE vs RVMD
+634.9%
-299.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.7% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +9.6% | +1.1% | +8.6% | +9.4% |
| 3M | +19.0% | +39.6% | -20.6% | +14.8% |
| 6M | +16.1% | +110.7% | -94.6% | +6.1% |
| YTD | +47.0% | +160.3% | -113.3% | +30.2% |
| 1Y | +43.1% | +404.9% | -361.8% | +16.9% |
| 3Y | +77.5% | +545.5% | -468.0% | +36.6% |
| 5Y | +96.4% | +584.7% | -488.3% | +43.1% |
| All | +335.2% | +634.9% | -299.7% | +176.0% |
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