+617.4%
RVMD vs DD
+124.3%
+493.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +1.1% | -7.4% | +8.5% | +4.3% |
| 3M | +39.6% | -6.4% | +46.1% | +43.2% |
| 6M | +110.7% | -2.5% | +113.2% | +110.1% |
| YTD | +160.3% | +10.2% | +150.0% | +144.2% |
| 1Y | +404.9% | +36.9% | +368.0% | +325.7% |
| 3Y | +545.5% | +47.0% | +498.4% | +412.0% |
| 5Y | +584.7% | +63.1% | +521.5% | +406.4% |
| All | +617.4% | +124.3% | +493.0% | +294.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling