+617.4%
RVMD vs DG
-11.2%
+628.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.7% |
| 7D | -1.2% | -2.5% | +1.2% | -0.8% |
| 30D | +1.1% | +1.0% | 0.0% | +0.9% |
| 3M | +39.6% | +20.3% | +19.3% | +35.1% |
| 6M | +110.7% | -11.7% | +122.4% | +113.6% |
| YTD | +160.3% | -2.3% | +162.6% | +158.9% |
| 1Y | +404.9% | +20.0% | +384.9% | +383.9% |
| 3Y | +545.5% | +7.2% | +538.2% | +509.6% |
| 5Y | +584.7% | -37.9% | +622.6% | +637.2% |
| All | +617.4% | -11.2% | +628.6% | +599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling