+605.1%
RVMD vs DRI
+106.6%
+498.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -3.0% | -3.2% | +0.2% | -1.9% |
| 30D | -0.7% | -7.8% | +7.1% | +1.9% |
| 3M | +36.5% | +0.4% | +36.2% | +35.5% |
| 6M | +104.6% | +4.8% | +99.8% | +99.2% |
| YTD | +155.8% | +16.7% | +139.1% | +139.9% |
| 1Y | +340.7% | +1.5% | +339.2% | +332.3% |
| 3Y | +519.9% | +56.3% | +463.7% | +414.0% |
| 5Y | +584.9% | +66.4% | +518.5% | +449.4% |
| All | +605.1% | +106.6% | +498.5% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling