+4,183.7%
DVA vs RRC
+1,059.8%
+3,123.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -8.8% | +6.4% | -15.2% | -9.5% |
| 30D | -3.4% | +23.9% | -27.3% | -6.2% |
| 3M | -2.6% | +30.2% | -32.8% | -6.1% |
| 6M | -11.9% | +26.3% | -38.1% | -14.8% |
| YTD | +53.6% | +48.1% | +5.6% | +45.3% |
| 1Y | +41.9% | +37.7% | +4.2% | +35.3% |
| 3Y | +97.5% | +60.3% | +37.2% | +82.6% |
| 5Y | +65.0% | +135.3% | -70.3% | +41.3% |
| 10Y | +193.2% | +73.3% | +119.9% | +130.7% |
| All | +4,183.7% | +1,059.8% | +3,123.9% | +2,117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling