+284.7%
RNG vs DVA
+219.3%
+65.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -4.1% | +2.0% | -6.1% | -4.5% |
| 30D | +8.6% | -0.4% | +9.0% | +8.7% |
| 3M | +78.0% | -7.7% | +85.6% | +80.0% |
| 6M | +67.0% | +20.0% | +47.1% | +56.9% |
| YTD | +142.4% | +61.1% | +81.3% | +109.1% |
| 1Y | +120.4% | +33.9% | +86.6% | +99.4% |
| 3Y | +122.1% | +91.5% | +30.6% | +75.4% |
| 5Y | -69.8% | +41.8% | -111.6% | -74.9% |
| 10Y | +223.4% | +187.5% | +35.9% | +95.5% |
| All | +284.7% | +219.3% | +65.4% | +146.5% |
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 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