+579.8%
RVMD vs DRI
+68.4%
+511.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -0.7% | -4.8% | +4.1% | +1.3% |
| 30D | +0.3% | -3.9% | +4.3% | +1.7% |
| 3M | +38.9% | +5.1% | +33.8% | +34.6% |
| 6M | +108.1% | +5.5% | +102.6% | +100.4% |
| YTD | +160.7% | +16.5% | +144.3% | +139.8% |
| 1Y | +407.3% | +2.0% | +405.3% | +394.4% |
| 3Y | +546.6% | +54.5% | +492.1% | +392.8% |
| 5Y | +579.8% | +66.6% | +513.2% | +368.8% |
| All | +579.8% | +68.4% | +511.4% | +368.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling