+3,521.0%
RIO vs DVA
+5,081.6%
-1,560.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | +1.9% | +2.2% | -0.3% | +1.6% |
| 30D | +5.0% | -2.0% | +7.0% | +5.2% |
| 3M | +5.1% | -6.3% | +11.4% | +5.6% |
| 6M | +17.6% | +19.4% | -1.8% | +13.2% |
| YTD | +36.3% | +58.5% | -22.2% | +24.7% |
| 1Y | +71.2% | +33.9% | +37.3% | +60.6% |
| 3Y | +102.7% | +88.4% | +14.3% | +76.8% |
| 5Y | +99.6% | +39.5% | +60.1% | +79.0% |
| 10Y | +603.1% | +179.5% | +423.6% | +451.9% |
| All | +3,521.0% | +5,081.6% | -1,560.6% | +2,221.1% |
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