-30.2%
RIG vs DVA
+89.6%
-119.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -0.5% | 0.0% | -0.6% | -0.6% |
| 3M | -6.0% | -10.9% | +5.0% | -5.0% |
| 6M | -10.1% | +17.3% | -27.4% | -12.6% |
| YTD | +37.3% | +59.8% | -22.5% | +26.9% |
| 1Y | +73.9% | +36.3% | +37.7% | +64.5% |
| 3Y | -30.2% | +88.6% | -118.8% | -36.8% |
| All | -30.2% | +89.6% | -119.8% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling