+603.6%
RVMD vs DGX
+137.1%
+466.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | -3.6% | -3.5% | -0.1% | -2.3% |
| 30D | -1.1% | -2.7% | +1.6% | -0.1% |
| 3M | +41.0% | +13.9% | +27.1% | +34.2% |
| 6M | +105.7% | +16.0% | +89.7% | +94.1% |
| YTD | +155.3% | +34.9% | +120.4% | +126.2% |
| 1Y | +402.7% | +30.6% | +372.2% | +351.2% |
| 3Y | +533.1% | +93.0% | +440.1% | +381.2% |
| 5Y | +583.5% | +64.4% | +519.1% | +439.6% |
| All | +603.6% | +137.1% | +466.5% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling