+70.5%
DOCN vs RVMD
+289.2%
-218.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.2% | -5.7% | 0.0% |
| 7D | -19.2% | +0.5% | -19.7% | -19.1% |
| 30D | -43.1% | -4.3% | -38.8% | -42.3% |
| 3M | -40.7% | -2.8% | -37.9% | -40.2% |
| 6M | -55.0% | +27.3% | -82.3% | -58.1% |
| YTD | +50.6% | +141.4% | -90.8% | +8.2% |
| 1Y | +54.0% | +213.3% | -159.3% | +1.0% |
| 3Y | +203.9% | +792.7% | -588.8% | +35.4% |
| 5Y | -29.4% | +470.6% | -499.9% | -71.1% |
| All | +70.5% | +289.2% | -218.7% | -31.2% |
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