+340.7%
RVMD vs DG
+19.2%
+321.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -3.0% | -6.5% | +3.5% | -2.3% |
| 30D | -0.7% | +4.2% | -4.9% | -1.1% |
| 3M | +36.5% | +9.5% | +27.0% | +34.3% |
| 6M | +104.6% | -13.1% | +117.7% | +104.3% |
| YTD | +155.8% | -4.8% | +160.7% | +152.6% |
| 1Y | +340.7% | +20.6% | +320.1% | +319.4% |
| All | +340.7% | +19.2% | +321.5% | +319.4% |
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