+100.7%
DIA vs RVMD
+622.3%
-521.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | +3.6% | +36.5% | -32.9% | +0.4% |
| 6M | +11.5% | +104.6% | -93.1% | +3.0% |
| YTD | +10.4% | +155.8% | -145.5% | -1.2% |
| 1Y | +15.6% | +340.7% | -325.1% | -2.6% |
| 3Y | +58.9% | +519.9% | -461.1% | +25.4% |
| 5Y | +65.3% | +584.9% | -519.6% | +23.2% |
| All | +100.7% | +622.3% | -521.7% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling