-13.2%
DOW vs RVMD
+622.3%
-635.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | -3.9% | -0.7% | -3.2% | -3.9% |
| 3M | -12.7% | +36.5% | -49.2% | -16.5% |
| 6M | -13.7% | +104.6% | -118.3% | -22.9% |
| YTD | +28.4% | +155.8% | -127.4% | +9.9% |
| 1Y | +21.8% | +340.7% | -318.9% | -4.3% |
| 3Y | -35.7% | +519.9% | -555.6% | -53.7% |
| 5Y | -36.8% | +584.9% | -621.8% | -57.8% |
| All | -13.2% | +622.3% | -635.5% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling