-51.1%
DOCS vs RVMD
+431.6%
-482.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.0% | +6.7% | -1.4% |
| 7D | -1.3% | -6.6% | +5.3% | +0.3% |
| 30D | +19.4% | -11.1% | +30.5% | +22.6% |
| 3M | +53.4% | -10.0% | +63.4% | +56.8% |
| 6M | +28.8% | +20.7% | +8.1% | +20.8% |
| YTD | -25.1% | +123.0% | -148.1% | -43.5% |
| 1Y | -48.1% | +199.4% | -247.5% | -64.4% |
| 3Y | +51.4% | +701.7% | -650.3% | -26.7% |
| 5Y | -51.1% | +427.2% | -478.2% | -75.6% |
| All | -51.1% | +431.6% | -482.7% | -75.6% |
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 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