+605.1%
RVMD vs DBX
+92.2%
+512.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.4% |
| 7D | -3.0% | +2.1% | -5.1% | -3.8% |
| 30D | -0.7% | +5.7% | -6.5% | -3.3% |
| 3M | +36.5% | +31.8% | +4.7% | +20.7% |
| 6M | +104.6% | +37.5% | +67.2% | +75.0% |
| YTD | +155.8% | +27.9% | +127.9% | +124.8% |
| 1Y | +340.7% | +15.0% | +325.6% | +302.2% |
| 3Y | +519.9% | +27.2% | +492.7% | +413.0% |
| 5Y | +584.9% | +12.8% | +572.2% | +471.1% |
| All | +605.1% | +92.2% | +512.9% | +361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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