+35.7%
DVA vs RVTY
+57.1%
-21.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.8% |
| 30D | -2.5% | +13.2% | -15.7% | -3.2% |
| 3M | -4.3% | +27.2% | -31.5% | -6.1% |
| 6M | +18.9% | +32.4% | -13.5% | +14.3% |
| YTD | +61.9% | +34.9% | +27.1% | +50.1% |
| 1Y | +35.7% | +52.4% | -16.6% | +21.3% |
| All | +35.7% | +57.1% | -21.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling