+3,447.5%
RCL vs DVA
+5,194.7%
-1,747.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -5.1% | +1.8% | -6.9% | -5.5% |
| 30D | -19.0% | -2.5% | -16.5% | -18.6% |
| 3M | -9.6% | -4.3% | -5.3% | -9.2% |
| 6M | -6.7% | +18.9% | -25.6% | -11.4% |
| YTD | -3.9% | +61.9% | -65.9% | -15.9% |
| 1Y | -25.1% | +35.7% | -60.8% | -31.7% |
| 3Y | +179.1% | +78.6% | +100.5% | +134.2% |
| 5Y | +243.3% | +39.2% | +204.1% | +198.1% |
| 10Y | +325.8% | +184.0% | +141.7% | +214.4% |
| All | +3,447.5% | +5,194.7% | -1,747.1% | +1,638.6% |
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