+4.3%
DT vs RVMD
+430.6%
-426.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.3% | +1.0% | -4.3% | -3.4% |
| 30D | +2.0% | +6.4% | -4.4% | +1.6% |
| 3M | +20.0% | +34.9% | -14.9% | +17.7% |
| 6M | +39.3% | +107.6% | -68.3% | +30.9% |
| YTD | +19.8% | +163.7% | -143.9% | +8.3% |
| 1Y | +4.3% | +439.2% | -434.9% | -16.8% |
| All | +4.3% | +430.6% | -426.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling