+1,395.2%
RL vs DVA
+2,229.0%
-833.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.8% |
| 7D | -0.8% | +1.8% | -2.6% | -1.1% |
| 30D | -7.8% | -2.5% | -5.3% | -7.4% |
| 3M | -4.0% | -4.3% | +0.3% | -3.7% |
| 6M | -1.9% | +18.9% | -20.8% | -5.7% |
| YTD | -0.2% | +61.9% | -62.1% | -9.7% |
| 1Y | +10.7% | +35.7% | -25.1% | +3.1% |
| 3Y | +210.8% | +78.6% | +132.1% | +171.2% |
| 5Y | +238.2% | +39.2% | +199.0% | +202.6% |
| 10Y | +313.4% | +184.0% | +129.4% | +225.4% |
| All | +1,395.2% | +2,229.0% | -833.7% | +848.1% |
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 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