+626.7%
RVMD vs DD
+124.8%
+501.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +1.0% | -3.5% | +4.5% | +2.5% |
| 30D | +6.4% | -10.3% | +16.8% | +11.3% |
| 3M | +34.9% | -7.5% | +42.4% | +39.1% |
| 6M | +107.6% | -8.0% | +115.6% | +112.5% |
| YTD | +163.7% | +10.5% | +153.2% | +147.1% |
| 1Y | +439.2% | +38.3% | +400.9% | +352.7% |
| 3Y | +499.2% | +42.5% | +456.7% | +382.6% |
| 5Y | +621.7% | +60.2% | +561.5% | +438.2% |
| All | +626.7% | +124.8% | +501.9% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling