+85.4%
DLR vs RVMD
+644.5%
-559.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.6% | +1.0% | +0.5% | +1.5% |
| 30D | -3.4% | +6.4% | -9.8% | -3.9% |
| 3M | +0.5% | +34.9% | -34.4% | -2.2% |
| 6M | +4.6% | +107.6% | -103.0% | -2.8% |
| YTD | +23.4% | +163.7% | -140.3% | +11.6% |
| 1Y | +19.0% | +439.2% | -420.2% | +0.3% |
| 3Y | +56.5% | +499.2% | -442.7% | +27.5% |
| 5Y | +33.3% | +621.7% | -588.4% | +2.5% |
| All | +85.4% | +644.5% | -559.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling