-55.0%
DOCS vs RVMD
+498.3%
-553.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | -0.5% |
| 7D | -0.6% | -0.6% | +0.1% | -0.6% |
| 30D | +6.3% | +1.7% | +4.6% | +5.4% |
| 3M | +26.5% | -6.7% | +33.2% | +27.7% |
| 6M | +24.8% | +36.1% | -11.4% | +13.4% |
| YTD | -26.8% | +142.4% | -169.2% | -46.1% |
| 1Y | -38.3% | +207.8% | -246.1% | -57.9% |
| 3Y | +36.0% | +879.5% | -843.5% | -38.0% |
| 5Y | -55.0% | +509.0% | -564.0% | -78.3% |
| All | -55.0% | +498.3% | -553.2% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling