-54.2%
DOCS vs RVMD
+469.5%
-523.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.2% | -10.3% | -4.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +17.4% | -4.3% | +21.7% | +18.1% |
| 3M | +57.4% | -2.8% | +60.2% | +57.5% |
| 6M | +26.5% | +27.3% | -0.7% | +17.0% |
| YTD | -26.6% | +141.4% | -168.0% | -45.9% |
| 1Y | -48.1% | +213.3% | -261.3% | -64.8% |
| 3Y | +52.6% | +792.7% | -740.0% | -28.5% |
| All | -54.2% | +469.5% | -523.8% | -77.2% |
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