+180.2%
DVA vs RVTY
+139.0%
+41.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -0.2% | -7.4% | +7.2% | +1.9% |
| 30D | +1.7% | +4.5% | -2.8% | +0.3% |
| 3M | -8.7% | +19.5% | -28.1% | -13.7% |
| 6M | +19.7% | +34.1% | -14.5% | +8.9% |
| YTD | +59.6% | +25.3% | +34.4% | +46.2% |
| 1Y | +37.1% | +47.0% | -9.9% | +19.0% |
| 3Y | +89.8% | +14.1% | +75.6% | +73.0% |
| 5Y | +47.4% | -34.6% | +81.9% | +57.3% |
| All | +180.2% | +139.0% | +41.2% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling