-38.0%
DOCS vs RVMD
+505.8%
-543.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.1% |
| 7D | 0.0% | +6.4% | -6.4% | -1.7% |
| 30D | +7.8% | +5.5% | +2.3% | +6.1% |
| 3M | +20.0% | -2.4% | +22.4% | +19.8% |
| 6M | +26.5% | +41.1% | -14.6% | +14.9% |
| YTD | -25.8% | +151.3% | -177.1% | -44.3% |
| 1Y | -39.5% | +228.1% | -267.5% | -58.0% |
| 3Y | +60.3% | +899.8% | -839.4% | -21.3% |
| 5Y | -57.0% | +514.0% | -571.0% | -81.9% |
| All | -38.0% | +505.8% | -543.8% | -73.6% |
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