+87.7%
RIO vs DVA
+89.4%
-1.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +0.6% | +1.7% | -1.1% | +0.4% |
| 3M | +2.5% | -8.7% | +11.2% | +2.7% |
| 6M | +10.8% | +19.7% | -8.9% | +7.8% |
| YTD | +30.5% | +59.6% | -29.1% | +23.0% |
| 1Y | +68.1% | +37.1% | +31.0% | +60.5% |
| All | +87.7% | +89.4% | -1.7% | +73.8% |
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