-9.7%
RKT vs DVA
+40.8%
-50.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -7.2% | -0.2% | -7.1% | -7.2% |
| 30D | -7.9% | +1.7% | -9.6% | -8.2% |
| 3M | +5.2% | -8.7% | +13.9% | +6.5% |
| 6M | -14.9% | +19.7% | -34.6% | -19.3% |
| YTD | -31.9% | +59.6% | -91.5% | -39.9% |
| 1Y | -36.9% | +37.1% | -74.0% | -42.4% |
| 3Y | +35.7% | +89.8% | -54.1% | +14.2% |
| 5Y | -9.7% | +47.4% | -57.0% | -21.1% |
| All | -9.7% | +40.8% | -50.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling