-23.6%
RKT vs DVA
+118.1%
-141.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.3% |
| 7D | +6.0% | +2.2% | +3.8% | +5.5% |
| 30D | +0.7% | -2.0% | +2.7% | +1.0% |
| 3M | +11.8% | -6.3% | +18.1% | +12.6% |
| 6M | -7.6% | +19.4% | -27.1% | -12.3% |
| YTD | -28.7% | +58.5% | -87.2% | -36.9% |
| 1Y | -32.6% | +33.9% | -66.4% | -38.2% |
| 3Y | +42.1% | +88.4% | -46.3% | +19.5% |
| 5Y | -7.2% | +39.5% | -46.7% | -18.9% |
| All | -23.6% | +118.1% | -141.7% | -53.2% |
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