+179.4%
RCL vs DVA
+88.7%
+90.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.2% |
| 7D | -0.5% | +2.2% | -2.7% | -0.9% |
| 30D | -17.3% | -2.0% | -15.3% | -17.0% |
| 3M | -2.8% | -6.3% | +3.5% | -2.4% |
| 6M | -4.4% | +19.4% | -23.8% | -9.5% |
| YTD | -4.2% | +58.5% | -62.7% | -15.7% |
| 1Y | -23.4% | +33.9% | -57.2% | -29.6% |
| 3Y | +179.4% | +88.4% | +90.9% | +135.2% |
| All | +179.4% | +88.7% | +90.7% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling