+78.3%
DLR vs RVMD
+510.7%
-432.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | +3.3% | -10.4% | +13.7% | +4.3% |
| 30D | +4.6% | -11.0% | +15.6% | +5.6% |
| 3M | -8.3% | -14.7% | +6.4% | -7.1% |
| 6M | -5.6% | +14.9% | -20.5% | -7.1% |
| YTD | +18.7% | +116.3% | -97.6% | +9.0% |
| 1Y | +17.1% | +167.6% | -150.5% | +5.4% |
| 3Y | +54.4% | +776.8% | -722.4% | +22.9% |
| 5Y | +36.5% | +424.8% | -388.3% | +7.5% |
| All | +78.3% | +510.7% | -432.4% | +35.8% |
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