+565.3%
RVMD vs DOC
-20.1%
+585.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +7.9% |
| 7D | +0.5% | +6.5% | -6.0% | -2.5% |
| 30D | -4.3% | +9.2% | -13.4% | -8.5% |
| 3M | -2.8% | -2.5% | -0.3% | -2.0% |
| 6M | +27.3% | +7.1% | +20.2% | +21.8% |
| YTD | +141.4% | +33.0% | +108.4% | +104.5% |
| 1Y | +213.3% | +23.3% | +190.0% | +175.4% |
| 3Y | +792.7% | +44.9% | +747.7% | +608.6% |
| 5Y | +470.6% | -21.6% | +492.2% | +513.5% |
| All | +565.3% | -20.1% | +585.5% | +601.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling