+626.7%
RVMD vs DAR
+127.1%
+499.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | +1.0% | +1.4% | -0.3% | +0.5% |
| 30D | +6.4% | +12.8% | -6.3% | +1.7% |
| 3M | +34.9% | +7.4% | +27.5% | +30.7% |
| 6M | +107.6% | +22.3% | +85.3% | +91.4% |
| YTD | +163.7% | +81.1% | +82.6% | +111.7% |
| 1Y | +439.2% | +106.5% | +332.7% | +308.6% |
| 3Y | +499.2% | +5.3% | +493.9% | +460.4% |
| 5Y | +621.7% | -11.5% | +633.3% | +594.4% |
| All | +626.7% | +127.1% | +499.6% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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