+626.7%
RVMD vs DOC
-19.5%
+646.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | +1.0% | -1.5% | +2.5% | +1.8% |
| 30D | +6.4% | -4.8% | +11.2% | +8.9% |
| 3M | +34.9% | +6.9% | +28.0% | +30.0% |
| 6M | +107.6% | +20.7% | +86.8% | +85.4% |
| YTD | +163.7% | +34.1% | +129.5% | +123.1% |
| 1Y | +439.2% | +22.6% | +416.6% | +376.6% |
| 3Y | +499.2% | +20.8% | +478.4% | +425.2% |
| 5Y | +621.7% | -24.9% | +646.6% | +691.3% |
| All | +626.7% | -19.5% | +646.2% | +665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling