+330.2%
RCL vs DVA
+192.4%
+137.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.1% | +1.2% | -2.1% |
| 7D | -0.2% | -10.7% | +10.4% | +3.7% |
| 30D | +14.4% | -4.4% | +18.8% | +15.8% |
| 3M | +5.2% | -4.1% | +9.3% | +6.0% |
| 6M | +26.1% | -13.2% | +39.3% | +29.9% |
| YTD | +17.4% | +53.2% | -35.9% | -5.0% |
| 1Y | +24.7% | +40.8% | -16.2% | +4.4% |
| 3Y | +250.9% | +109.7% | +141.2% | +140.1% |
| 5Y | +293.8% | +64.5% | +229.3% | +180.8% |
| All | +330.2% | +192.4% | +137.8% | +137.8% |
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