-68.6%
RNG vs DVA
+46.8%
-115.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | +9.6% | 0.0% | +9.6% | +9.6% |
| 3M | +83.3% | -10.9% | +94.3% | +85.8% |
| 6M | +77.9% | +17.3% | +60.7% | +70.7% |
| YTD | +139.9% | +59.8% | +80.1% | +114.7% |
| 1Y | +121.7% | +36.3% | +85.4% | +105.5% |
| 3Y | +121.9% | +88.6% | +33.3% | +82.8% |
| All | -68.6% | +46.8% | -115.4% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling