+85.5%
DLR vs RVMD
+622.3%
-536.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.1% | -3.0% | +3.1% | +0.4% |
| 30D | -4.3% | -0.7% | -3.6% | -4.3% |
| 3M | +3.8% | +36.5% | -32.7% | +0.9% |
| 6M | +5.8% | +104.6% | -98.8% | -1.5% |
| YTD | +23.5% | +155.8% | -132.3% | +12.0% |
| 1Y | +11.1% | +340.7% | -329.6% | -4.5% |
| 3Y | +57.9% | +519.9% | -462.0% | +28.2% |
| 5Y | +44.0% | +584.9% | -541.0% | +11.1% |
| All | +85.5% | +622.3% | -536.8% | +39.5% |
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