-37.4%
DOCS vs RVMD
+433.7%
-471.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +0.1% | -0.7% | +0.8% | 0.0% |
| 30D | +8.7% | -6.4% | +15.1% | +9.9% |
| 3M | +32.9% | -14.1% | +46.9% | +36.5% |
| 6M | +25.5% | +21.0% | +4.5% | +18.1% |
| YTD | -25.0% | +121.4% | -146.4% | -42.1% |
| 1Y | -34.9% | +167.9% | -202.7% | -52.4% |
| 3Y | +39.3% | +794.7% | -755.4% | -29.9% |
| 5Y | -54.8% | +437.2% | -492.0% | -80.5% |
| All | -37.4% | +433.7% | -471.1% | -72.5% |
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