+605.1%
RVMD vs DTE
+45.0%
+560.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -3.0% | -2.6% | -0.4% | -2.0% |
| 30D | -0.7% | -4.4% | +3.7% | +1.1% |
| 3M | +36.5% | -8.3% | +44.9% | +41.2% |
| 6M | +104.6% | -8.1% | +112.7% | +110.2% |
| YTD | +155.8% | +4.4% | +151.4% | +147.8% |
| 1Y | +340.7% | +0.2% | +340.5% | +334.7% |
| 3Y | +519.9% | +42.6% | +477.3% | +414.5% |
| 5Y | +584.9% | +31.5% | +553.5% | +478.5% |
| All | +605.1% | +45.0% | +560.1% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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