+518.6%
RVMD vs DD
+41.5%
+477.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -3.6% | -2.9% | -0.7% | -2.6% |
| 30D | -1.1% | -11.5% | +10.4% | +3.0% |
| 3M | +41.0% | -5.4% | +46.4% | +43.2% |
| 6M | +105.7% | -6.9% | +112.6% | +108.5% |
| YTD | +155.3% | +6.9% | +148.4% | +143.3% |
| 1Y | +402.7% | +35.6% | +367.1% | +329.7% |
| All | +518.6% | +41.5% | +477.2% | +382.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling