+29,450.1%
RMD vs DVA
+5,194.7%
+24,255.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -5.0% | +1.8% | -6.8% | -5.3% |
| 30D | +2.2% | -2.5% | +4.7% | +2.6% |
| 3M | +17.8% | -4.3% | +22.1% | +18.2% |
| 6M | -11.3% | +18.9% | -30.2% | -14.6% |
| YTD | -4.4% | +61.9% | -66.4% | -13.0% |
| 1Y | -15.7% | +35.7% | -51.4% | -21.1% |
| 3Y | +47.7% | +78.6% | -30.9% | +30.8% |
| 5Y | -19.2% | +39.2% | -58.4% | -27.1% |
| 10Y | +280.4% | +184.0% | +96.4% | +203.0% |
| All | +29,450.1% | +5,194.7% | +24,255.4% | +24,960.3% |
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