+66.4%
DOCN vs RVMD
+259.6%
-193.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -11.0% | -4.8% | -12.5% |
| 7D | -29.3% | -6.6% | -22.6% | -27.6% |
| 30D | -46.0% | -11.1% | -34.9% | -44.0% |
| 3M | -43.2% | -10.0% | -33.2% | -41.3% |
| 6M | -53.7% | +20.7% | -74.4% | -56.2% |
| YTD | +46.9% | +123.0% | -76.1% | +8.1% |
| 1Y | +54.3% | +199.4% | -145.0% | +2.6% |
| 3Y | +185.5% | +701.7% | -516.1% | +31.6% |
| 5Y | -31.1% | +427.2% | -458.2% | -71.2% |
| All | +66.4% | +259.6% | -193.3% | -31.3% |
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