+1,582.5%
RL vs DVA
+2,222.8%
-640.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.8% |
| 7D | -4.4% | -4.8% | +0.4% | -3.6% |
| 30D | +5.6% | +0.9% | +4.6% | +5.3% |
| 3M | -0.6% | +2.9% | -3.5% | -1.3% |
| 6M | +15.5% | -7.8% | +23.2% | +16.2% |
| YTD | +12.3% | +61.5% | -49.2% | +1.4% |
| 1Y | +19.3% | +50.1% | -30.8% | +9.1% |
| 3Y | +255.5% | +121.1% | +134.4% | +199.7% |
| 5Y | +247.1% | +72.9% | +174.1% | +198.9% |
| 10Y | +346.0% | +208.2% | +137.8% | +246.8% |
| All | +1,582.5% | +2,222.8% | -640.3% | +965.0% |
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