-11.6%
DOW vs RVMD
+634.9%
-646.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | +2.0% | +1.1% | +0.9% | +1.7% |
| 3M | -12.5% | +39.6% | -52.2% | -16.6% |
| 6M | -9.2% | +110.7% | -119.9% | -19.2% |
| YTD | +30.8% | +160.3% | -129.5% | +11.7% |
| 1Y | +29.4% | +404.9% | -375.5% | -0.4% |
| 3Y | -34.6% | +545.5% | -580.0% | -53.2% |
| 5Y | -35.9% | +584.7% | -620.6% | -57.1% |
| All | -11.6% | +634.9% | -646.5% | -52.3% |
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 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