+188.1%
DVA vs RRC
+73.1%
+115.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -8.8% | +6.4% | -15.2% | -9.4% |
| 30D | -3.4% | +23.9% | -27.3% | -5.8% |
| 3M | -2.6% | +30.2% | -32.8% | -5.6% |
| 6M | -11.9% | +26.3% | -38.1% | -14.4% |
| YTD | +53.6% | +48.1% | +5.6% | +46.4% |
| 1Y | +41.9% | +37.7% | +4.2% | +36.1% |
| 3Y | +97.5% | +60.3% | +37.2% | +84.5% |
| 5Y | +65.0% | +135.3% | -70.3% | +44.6% |
| All | +188.1% | +73.1% | +115.0% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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