+227.1%
RCL vs DVA
+41.6%
+185.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -2.2% | +2.0% | -4.2% | -2.7% |
| 30D | -15.7% | -0.4% | -15.3% | -15.6% |
| 3M | -8.0% | -7.7% | -0.3% | -7.0% |
| 6M | -10.1% | +20.0% | -30.1% | -15.7% |
| YTD | -5.9% | +61.1% | -67.0% | -19.4% |
| 1Y | -23.5% | +33.9% | -57.4% | -30.9% |
| 3Y | +174.4% | +91.5% | +82.8% | +118.1% |
| 5Y | +227.1% | +41.8% | +185.4% | +185.4% |
| All | +227.1% | +41.6% | +185.5% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling