+241.0%
RVMD vs DG
+45.3%
+195.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.5% | -5.7% | +2.3% |
| 7D | +5.8% | +12.3% | -6.4% | +4.9% |
| 30D | -3.8% | +19.3% | -23.1% | -5.2% |
| 3M | +3.2% | +11.9% | -8.6% | +2.4% |
| 6M | +35.0% | +25.0% | +10.1% | +32.1% |
| YTD | +150.7% | +8.7% | +142.0% | +145.3% |
| 1Y | +241.0% | +44.7% | +196.3% | +237.6% |
| All | +241.0% | +45.3% | +195.7% | +237.6% |
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