+487.5%
RVMD vs DOC
-21.4%
+508.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +7.9% |
| 7D | +0.5% | +6.5% | -6.0% | -2.9% |
| 30D | -4.3% | +9.2% | -13.4% | -9.0% |
| 3M | -2.8% | -2.5% | -0.3% | -1.9% |
| 6M | +27.3% | +7.1% | +20.2% | +20.9% |
| YTD | +141.4% | +33.0% | +108.4% | +97.8% |
| 1Y | +213.3% | +23.3% | +190.0% | +168.9% |
| 3Y | +792.7% | +44.9% | +747.7% | +553.7% |
| All | +487.5% | -21.4% | +508.9% | +593.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling