+618.6%
RVMD vs DBX
+87.0%
+531.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +0.3% | 0.0% | +0.3% | -0.1% |
| 3M | +38.9% | +26.1% | +12.8% | +24.9% |
| 6M | +108.1% | +29.4% | +78.8% | +82.5% |
| YTD | +160.7% | +24.4% | +136.3% | +131.7% |
| 1Y | +407.3% | +10.9% | +396.4% | +370.3% |
| 3Y | +546.6% | +24.1% | +522.5% | +440.2% |
| 5Y | +579.8% | +7.8% | +572.0% | +477.4% |
| All | +618.6% | +87.0% | +531.6% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling