+180.2%
DVA vs RRC
+6.5%
+173.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +1.7% | +3.0% | -1.3% | +1.4% |
| 3M | -8.7% | +7.3% | -16.0% | -9.4% |
| 6M | +19.7% | +3.6% | +16.1% | +18.9% |
| YTD | +59.6% | +19.4% | +40.2% | +56.1% |
| 1Y | +37.1% | +21.4% | +15.7% | +33.6% |
| 3Y | +89.8% | +32.8% | +57.0% | +81.1% |
| 5Y | +47.4% | +152.0% | -104.6% | +28.6% |
| All | +180.2% | +6.5% | +173.7% | +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