+4,250.2%
RCL vs DVA
+4,923.3%
-673.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | -8.8% | +7.6% | +0.8% |
| 30D | +17.8% | -3.4% | +21.2% | +18.5% |
| 3M | +4.9% | -2.6% | +7.5% | +5.2% |
| 6M | +23.7% | -11.9% | +35.6% | +25.9% |
| YTD | +17.8% | +53.6% | -35.8% | +4.0% |
| 1Y | +28.9% | +41.9% | -12.9% | +16.0% |
| 3Y | +241.9% | +97.5% | +144.4% | +181.2% |
| 5Y | +295.4% | +65.0% | +230.4% | +229.5% |
| 10Y | +344.1% | +193.2% | +150.9% | +225.6% |
| All | +4,250.2% | +4,923.3% | -673.1% | +2,049.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling