-6.1%
RDW vs DVA
+46.8%
-52.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | -1.3% | +2.2% | +1.1% |
| 30D | -21.3% | 0.0% | -21.3% | -21.4% |
| 3M | -37.9% | -10.9% | -26.9% | -37.0% |
| 6M | +12.3% | +17.3% | -5.0% | +3.6% |
| YTD | +39.7% | +59.8% | -20.1% | +13.6% |
| 1Y | +25.7% | +36.3% | -10.6% | +8.6% |
| 3Y | +230.8% | +88.6% | +142.2% | +171.4% |
| All | -6.1% | +46.8% | -52.9% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling