-27.1%
RKT vs DVA
+119.9%
-147.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.3% | -1.3% | -4.9% | -6.0% |
| 30D | -6.2% | 0.0% | -6.2% | -6.2% |
| 3M | -1.9% | -10.9% | +9.1% | -0.1% |
| 6M | -13.0% | +17.3% | -30.3% | -17.1% |
| YTD | -31.9% | +59.8% | -91.7% | -39.9% |
| 1Y | -37.6% | +36.3% | -73.8% | -42.9% |
| 3Y | +36.8% | +88.6% | -51.8% | +15.1% |
| 5Y | -9.7% | +47.5% | -57.3% | -22.1% |
| All | -27.1% | +119.9% | -147.0% | -55.5% |
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