+55.8%
DOCS vs RVMD
+725.5%
-669.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.0% | +6.7% | -2.2% |
| 7D | -1.3% | -6.6% | +5.3% | -0.1% |
| 30D | +19.4% | -11.1% | +30.5% | +21.7% |
| 3M | +53.4% | -10.0% | +63.4% | +55.9% |
| 6M | +28.8% | +20.7% | +8.1% | +23.1% |
| YTD | -25.1% | +123.0% | -148.1% | -39.7% |
| 1Y | -48.1% | +199.4% | -247.5% | -61.8% |
| All | +55.8% | +725.5% | -669.7% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling