+64.8%
DIA vs RVMD
+574.1%
-509.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | -2.7% | +0.3% | -3.0% | -2.7% |
| 3M | +3.3% | +38.9% | -35.6% | +0.5% |
| 6M | +10.4% | +108.1% | -97.7% | +3.3% |
| YTD | +10.0% | +160.7% | -150.7% | +0.2% |
| 1Y | +16.2% | +407.3% | -391.1% | -0.8% |
| 3Y | +58.7% | +546.6% | -487.8% | +29.9% |
| All | +64.8% | +574.1% | -509.3% | +27.6% |
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 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