+519.9%
RVMD vs DGX
+96.4%
+423.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -0.7% | -1.2% | +0.4% | -0.4% |
| 3M | +36.5% | +15.8% | +20.8% | +29.5% |
| 6M | +104.6% | +18.2% | +86.4% | +92.3% |
| YTD | +155.8% | +37.2% | +118.6% | +124.8% |
| 1Y | +340.7% | +30.4% | +310.3% | +296.3% |
| 3Y | +519.9% | +96.7% | +423.2% | +219.8% |
| All | +519.9% | +96.4% | +423.5% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling