+588.9%
RVMD vs DG
-37.9%
+626.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -3.0% | -6.5% | +3.5% | -2.1% |
| 30D | -0.7% | +4.2% | -4.9% | -1.3% |
| 3M | +36.5% | +9.5% | +27.0% | +34.3% |
| 6M | +104.6% | -13.1% | +117.7% | +107.5% |
| YTD | +155.8% | -4.8% | +160.7% | +155.4% |
| 1Y | +340.7% | +20.6% | +320.1% | +323.7% |
| 3Y | +519.9% | +4.9% | +515.0% | +487.3% |
| All | +588.9% | -37.9% | +626.8% | +635.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling