+39.7%
RIG vs DVA
+62.2%
-22.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.8% | -13.4% | -7.7% |
| 7D | -18.8% | +4.7% | -23.5% | -18.8% |
| 30D | -1.1% | +7.8% | -8.9% | -1.2% |
| 3M | +4.4% | -15.5% | +19.9% | +5.4% |
| 6M | -20.8% | +25.0% | -45.8% | -21.6% |
| YTD | +32.0% | +69.6% | -37.6% | +24.2% |
| 1Y | +39.7% | +60.6% | -20.8% | +30.2% |
| All | +39.7% | +62.2% | -22.4% | +30.2% |
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