+271.5%
RMD vs DVA
+187.8%
+83.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | -3.1% | 0.0% | -3.2% | -3.2% |
| 3M | +13.8% | -10.9% | +24.7% | +16.2% |
| 6M | -8.6% | +17.3% | -25.9% | -13.7% |
| YTD | -8.6% | +59.8% | -68.4% | -21.5% |
| 1Y | -19.7% | +36.3% | -55.9% | -27.9% |
| 3Y | +48.4% | +88.6% | -40.2% | +18.4% |
| 5Y | -22.7% | +47.5% | -70.3% | -35.9% |
| All | +271.5% | +187.8% | +83.7% | +147.9% |
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