+626.7%
RVMD vs DRI
+113.5%
+513.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +6.4% | +3.8% | +2.6% | +4.8% |
| 3M | +34.9% | +13.0% | +21.9% | +28.3% |
| 6M | +107.6% | +8.3% | +99.2% | +99.8% |
| YTD | +163.7% | +20.6% | +143.1% | +144.5% |
| 1Y | +439.2% | +6.5% | +432.7% | +420.5% |
| 3Y | +499.2% | +53.7% | +445.5% | +400.1% |
| 5Y | +621.7% | +72.7% | +549.0% | +471.7% |
| All | +626.7% | +113.5% | +513.2% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling