+340.7%
RVMD vs DD
+34.9%
+305.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.0% | -3.5% | +0.5% | -2.6% |
| 30D | -0.7% | -11.7% | +10.9% | +0.4% |
| 3M | +36.5% | -9.2% | +45.8% | +37.7% |
| 6M | +104.6% | -7.2% | +111.8% | +105.8% |
| YTD | +155.8% | +6.6% | +149.2% | +154.7% |
| 1Y | +340.7% | +32.0% | +308.7% | +323.5% |
| All | +340.7% | +34.9% | +305.8% | +323.5% |
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