+827.1%
RVMD vs DOC
+43.5%
+783.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.7% |
| 7D | +5.8% | +8.7% | -2.9% | +2.5% |
| 30D | -3.8% | +7.6% | -11.5% | -6.7% |
| 3M | +3.2% | -5.3% | +8.5% | +5.2% |
| 6M | +35.0% | +27.6% | +7.4% | +19.7% |
| YTD | +150.7% | +32.4% | +118.3% | +117.7% |
| 1Y | +241.0% | +22.9% | +218.1% | +206.6% |
| All | +827.1% | +43.5% | +783.6% | +631.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling