+107.6%
RVMD vs DOC
+21.8%
+85.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | +1.0% | -1.5% | +2.5% | +1.1% |
| 30D | +6.4% | -4.8% | +11.2% | +6.6% |
| 3M | +34.9% | +6.9% | +28.0% | +35.2% |
| 6M | +107.6% | +20.7% | +86.8% | +114.5% |
| All | +107.6% | +21.8% | +85.8% | +114.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling