+212.8%
RDDT vs DVA
+30.7%
+182.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.6% |
| 7D | +2.1% | -1.3% | +3.5% | +2.0% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | -8.9% | -10.9% | +2.0% | -10.1% |
| 6M | +15.1% | +17.3% | -2.2% | +20.8% |
| YTD | -31.4% | +59.8% | -91.2% | -22.6% |
| 1Y | -39.4% | +36.3% | -75.7% | -33.2% |
| All | +212.8% | +30.7% | +182.1% | +206.6% |
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