+4,183.7%
DVA vs RVTY
+2,228.1%
+1,955.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -8.8% | -0.5% | -8.3% | -8.7% |
| 30D | -3.4% | +1.5% | -4.9% | -4.0% |
| 3M | -2.6% | +31.5% | -34.0% | -9.0% |
| 6M | -11.9% | +62.7% | -74.6% | -21.9% |
| YTD | +53.6% | +60.0% | -6.3% | +35.3% |
| 1Y | +41.9% | +65.7% | -23.8% | +23.8% |
| 3Y | +97.5% | +85.2% | +12.3% | +65.5% |
| 5Y | +65.0% | -14.9% | +79.9% | +61.1% |
| 10Y | +193.2% | +211.9% | -18.7% | +111.6% |
| All | +4,183.7% | +2,228.1% | +1,955.6% | +2,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling