+439.2%
RVMD vs DD
+41.5%
+397.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.0% | -3.5% | +4.5% | +1.5% |
| 30D | +6.4% | -10.3% | +16.8% | +8.0% |
| 3M | +34.9% | -7.5% | +42.4% | +36.1% |
| 6M | +107.6% | -8.0% | +115.6% | +109.9% |
| YTD | +163.7% | +10.5% | +153.2% | +157.2% |
| 1Y | +439.2% | +38.3% | +400.9% | +372.8% |
| All | +439.2% | +41.5% | +397.7% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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