-26.7%
DT vs RVMD
+560.0%
-586.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -2.5% | -3.6% | +1.0% | -1.9% |
| 30D | +3.5% | -1.1% | +4.6% | +3.6% |
| 3M | +26.7% | +41.0% | -14.3% | +19.3% |
| 6M | +36.1% | +105.7% | -69.6% | +17.9% |
| YTD | +18.6% | +155.3% | -136.7% | -2.9% |
| 1Y | +7.9% | +402.7% | -394.8% | -23.3% |
| 3Y | +8.6% | +533.1% | -524.5% | -30.7% |
| 5Y | -26.7% | +583.5% | -610.2% | -58.4% |
| All | -26.7% | +560.0% | -586.7% | -58.4% |
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