+256.3%
RL vs DVA
+116.5%
+139.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.7% |
| 7D | -4.4% | -4.8% | +0.4% | -3.8% |
| 30D | +5.6% | +0.9% | +4.6% | +5.3% |
| 3M | -0.6% | +2.9% | -3.5% | -1.2% |
| 6M | +15.5% | -7.8% | +23.2% | +15.7% |
| YTD | +12.3% | +61.5% | -49.2% | +2.2% |
| 1Y | +19.3% | +50.1% | -30.8% | +10.3% |
| All | +256.3% | +116.5% | +139.8% | +179.2% |
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 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