-60.5%
RIG vs DVA
+5,166.5%
-5,226.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -8.2% | +2.0% | -10.2% | -8.6% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | -2.7% | -7.7% | +4.9% | -1.7% |
| 6M | -7.5% | +20.0% | -27.4% | -11.8% |
| YTD | +38.3% | +61.1% | -22.8% | +23.7% |
| 1Y | +81.8% | +33.9% | +48.0% | +68.4% |
| 3Y | -30.2% | +91.5% | -121.7% | -40.9% |
| 5Y | +59.9% | +41.8% | +18.2% | +40.7% |
| 10Y | -41.9% | +187.5% | -229.4% | -54.9% |
| All | -60.5% | +5,166.5% | -5,226.9% | -75.5% |
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