+333.1%
RCL vs DVA
+187.8%
+145.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -15.5% | 0.0% | -15.6% | -15.6% |
| 3M | -9.7% | -10.9% | +1.3% | -7.0% |
| 6M | -8.7% | +17.3% | -26.0% | -16.0% |
| YTD | -5.8% | +59.8% | -65.6% | -24.4% |
| 1Y | -24.5% | +36.3% | -60.7% | -35.5% |
| 3Y | +173.9% | +88.6% | +85.3% | +95.6% |
| 5Y | +228.0% | +47.5% | +180.4% | +149.9% |
| All | +333.1% | +187.8% | +145.3% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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