+442.1%
RVMD vs DRI
+78.6%
+363.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -10.4% | +1.1% | -11.5% | -10.7% |
| 30D | -11.0% | +9.7% | -20.7% | -14.2% |
| 3M | -14.7% | +3.2% | -17.9% | -16.2% |
| 6M | +14.9% | +20.6% | -5.7% | +4.7% |
| YTD | +116.3% | +28.3% | +88.1% | +90.9% |
| 1Y | +167.6% | +34.5% | +133.1% | +130.5% |
| 3Y | +776.8% | +66.5% | +710.3% | +550.1% |
| All | +442.1% | +78.6% | +363.5% | +252.7% |
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