+49.5%
RMD vs DVA
+91.2%
-41.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -4.7% | +2.0% | -6.7% | -5.0% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | +12.0% | -7.7% | +19.7% | +12.8% |
| 6M | -12.5% | +20.0% | -32.5% | -16.1% |
| YTD | -7.9% | +61.1% | -69.0% | -17.3% |
| 1Y | -20.4% | +33.9% | -54.3% | -25.3% |
| All | +49.5% | +91.2% | -41.6% | +26.5% |
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