+4,473.3%
RCL vs DVA
+5,059.1%
-585.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.6% |
| 7D | +8.5% | -1.6% | +10.1% | +8.9% |
| 30D | +20.4% | 0.0% | +20.4% | +20.2% |
| 3M | +11.0% | -2.4% | +13.4% | +11.2% |
| 6M | +24.9% | -9.8% | +34.6% | +26.4% |
| YTD | +23.9% | +57.8% | -33.9% | +8.7% |
| 1Y | +30.8% | +49.2% | -18.4% | +16.3% |
| 3Y | +270.4% | +116.0% | +154.4% | +198.4% |
| 5Y | +296.1% | +68.5% | +227.6% | +228.5% |
| 10Y | +375.0% | +198.9% | +176.1% | +246.7% |
| All | +4,473.3% | +5,059.1% | -585.8% | +2,146.1% |
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