-73.6%
RGTI vs DVA
+62.8%
-136.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +1.1% | -13.3% | -12.1% |
| 7D | -18.3% | +0.8% | -19.1% | -18.3% |
| 30D | -35.1% | +8.0% | -43.1% | -34.7% |
| 3M | -41.3% | +3.2% | -44.5% | -41.1% |
| 6M | -46.1% | +24.1% | -70.1% | -46.2% |
| YTD | -55.5% | +71.5% | -127.0% | -54.9% |
| 1Y | -73.6% | +60.8% | -134.4% | -73.7% |
| All | -73.6% | +62.8% | -136.4% | -73.7% |
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