+90.1%
DVA vs RRC
+31.0%
+59.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.0% | -1.7% | +3.8% | +2.2% |
| 30D | -0.4% | +3.6% | -4.0% | -0.7% |
| 3M | -7.7% | +8.8% | -16.5% | -8.3% |
| 6M | +20.0% | +0.8% | +19.2% | +19.5% |
| YTD | +61.1% | +19.0% | +42.1% | +57.7% |
| 1Y | +33.9% | +22.9% | +11.0% | +30.4% |
| All | +90.1% | +31.0% | +59.1% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling