+210.9%
RL vs DVA
+88.7%
+122.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | +1.9% | +2.2% | -0.3% | +1.6% |
| 30D | -12.2% | -2.0% | -10.2% | -12.0% |
| 3M | -6.6% | -6.3% | -0.4% | -6.4% |
| 6M | +3.2% | +19.4% | -16.3% | -0.4% |
| YTD | -1.3% | +58.5% | -59.8% | -9.3% |
| 1Y | +13.6% | +33.9% | -20.3% | +7.5% |
| 3Y | +210.9% | +88.4% | +122.4% | +164.1% |
| All | +210.9% | +88.7% | +122.2% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling