+97.0%
DVA vs RRC
+58.8%
+38.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.4% | -5.1% |
| 7D | -10.7% | +2.5% | -13.2% | -10.8% |
| 30D | -4.4% | +21.1% | -25.5% | -6.5% |
| 3M | -4.1% | +28.4% | -32.5% | -6.9% |
| 6M | -13.2% | +26.5% | -39.7% | -15.7% |
| YTD | +53.2% | +47.0% | +6.2% | +45.2% |
| 1Y | +40.8% | +35.2% | +5.6% | +34.8% |
| All | +97.0% | +58.8% | +38.1% | +89.3% |
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