+167.6%
RVMD vs DOC
+21.6%
+146.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -10.4% | -0.9% | -9.5% | -10.2% |
| 30D | -11.0% | +7.7% | -18.7% | -11.9% |
| 3M | -14.7% | -2.0% | -12.7% | -14.3% |
| 6M | +14.9% | +5.9% | +9.0% | +14.0% |
| YTD | +116.3% | +31.8% | +84.5% | +102.5% |
| 1Y | +167.6% | +22.5% | +145.1% | +154.1% |
| All | +167.6% | +21.6% | +146.0% | +154.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling