+588.9%
RVMD vs DD
+56.1%
+532.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -3.5% | +0.5% | -1.6% |
| 30D | -0.7% | -11.7% | +10.9% | +4.3% |
| 3M | +36.5% | -9.2% | +45.8% | +41.5% |
| 6M | +104.6% | -7.2% | +111.8% | +108.3% |
| YTD | +155.8% | +6.6% | +149.2% | +143.0% |
| 1Y | +340.7% | +32.0% | +308.7% | +275.6% |
| 3Y | +519.9% | +42.1% | +477.8% | +394.4% |
| All | +588.9% | +56.1% | +532.8% | +412.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling