+304.8%
RL vs DVA
+186.3%
+118.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -5.0% | -3.8% |
| 7D | -0.3% | +2.0% | -2.3% | -0.8% |
| 30D | -17.5% | -0.4% | -17.1% | -17.5% |
| 3M | -14.0% | -7.7% | -6.3% | -12.9% |
| 6M | -2.0% | +20.0% | -21.9% | -8.7% |
| YTD | -4.6% | +61.1% | -65.7% | -19.7% |
| 1Y | +9.5% | +33.9% | -24.4% | -2.5% |
| 3Y | +200.5% | +91.5% | +108.9% | +128.0% |
| 5Y | +226.3% | +41.8% | +184.5% | +165.7% |
| 10Y | +304.8% | +187.5% | +117.3% | +152.9% |
| All | +304.8% | +186.3% | +118.5% | +152.9% |
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