+584.5%
RIO vs DVA
+187.8%
+396.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -1.4% | -10.9% | +9.5% | 0.0% |
| 6M | +10.9% | +17.3% | -6.3% | +5.9% |
| YTD | +31.2% | +59.8% | -28.6% | +16.7% |
| 1Y | +67.9% | +36.3% | +31.7% | +54.1% |
| 3Y | +88.8% | +88.6% | +0.2% | +56.5% |
| 5Y | +93.1% | +47.5% | +45.6% | +65.3% |
| All | +584.5% | +187.8% | +396.7% | +386.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling