-50.3%
DOCS vs RVMD
+535.7%
-585.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | +1.0% | -2.5% | -1.7% |
| 30D | +21.8% | +6.4% | +15.4% | +20.0% |
| 3M | +27.3% | +34.9% | -7.6% | +17.7% |
| 6M | -0.3% | +107.6% | -107.9% | -19.0% |
| YTD | -40.5% | +163.7% | -204.2% | -55.7% |
| 1Y | -61.5% | +439.2% | -500.7% | -76.8% |
| 3Y | +8.2% | +499.2% | -491.0% | -40.3% |
| 5Y | -73.4% | +621.7% | -695.1% | -88.6% |
| All | -50.3% | +535.7% | -585.9% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling