+18.6%
DIA vs RVMD
+430.6%
-412.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.2% | +1.0% | -1.2% | -0.2% |
| 30D | -1.5% | +6.4% | -8.0% | -1.7% |
| 3M | +3.8% | +34.9% | -31.1% | +2.9% |
| 6M | +10.3% | +107.6% | -97.3% | +8.0% |
| YTD | +12.1% | +163.7% | -151.6% | +9.3% |
| 1Y | +18.6% | +439.2% | -420.6% | +10.3% |
| All | +18.6% | +430.6% | -412.0% | +10.3% |
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 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