+603.6%
RVMD vs DTE
+47.0%
+556.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -3.6% | -2.0% | -1.6% | -2.8% |
| 30D | -1.1% | -2.4% | +1.3% | -0.1% |
| 3M | +41.0% | -7.3% | +48.3% | +45.2% |
| 6M | +105.7% | -7.6% | +113.3% | +111.0% |
| YTD | +155.3% | +5.8% | +149.5% | +146.0% |
| 1Y | +402.7% | +2.3% | +400.4% | +391.7% |
| 3Y | +533.1% | +45.0% | +488.1% | +421.9% |
| 5Y | +583.5% | +33.2% | +550.3% | +474.3% |
| All | +603.6% | +47.0% | +556.7% | +421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling