+439.2%
RVMD vs DG
+23.4%
+415.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.0% | +8.4% | -7.4% | +0.2% |
| 30D | +6.4% | +4.9% | +1.5% | +6.0% |
| 3M | +34.9% | +29.3% | +5.6% | +29.9% |
| 6M | +107.6% | -11.3% | +118.8% | +105.0% |
| YTD | +163.7% | +1.8% | +161.9% | +158.9% |
| 1Y | +439.2% | +25.3% | +413.9% | +418.4% |
| All | +439.2% | +23.4% | +415.8% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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