-45.7%
RDDT vs DVA
+62.2%
-107.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.2% | +6.2% |
| 7D | -24.4% | +4.7% | -29.1% | -24.1% |
| 30D | -32.3% | +7.8% | -40.1% | -31.8% |
| 3M | -36.3% | -15.5% | -20.8% | -38.2% |
| 6M | -39.7% | +25.0% | -64.8% | -35.2% |
| YTD | -55.7% | +69.6% | -125.3% | -45.0% |
| 1Y | -45.7% | +60.6% | -106.3% | -31.2% |
| All | -45.7% | +62.2% | -107.9% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling