+4,415.1%
DVA vs RVTY
+1,862.7%
+2,552.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | -2.5% | +13.2% | -15.7% | -5.2% |
| 3M | -4.3% | +27.2% | -31.5% | -9.8% |
| 6M | +18.9% | +32.4% | -13.5% | +10.7% |
| YTD | +61.9% | +34.9% | +27.1% | +49.0% |
| 1Y | +35.7% | +52.4% | -16.6% | +21.2% |
| 3Y | +78.6% | +12.3% | +66.4% | +67.8% |
| 5Y | +39.2% | -30.8% | +70.0% | +43.1% |
| 10Y | +184.0% | +150.7% | +33.3% | +116.2% |
| All | +4,415.1% | +1,862.7% | +2,552.4% | +2,265.5% |
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