-34.7%
ROL vs DVA
+62.2%
-96.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +2.3% |
| 7D | +14.6% | +4.7% | +9.8% | +14.2% |
| 30D | +29.3% | +7.8% | +21.5% | +28.5% |
| 3M | +2.0% | -15.5% | +17.5% | +2.0% |
| 6M | -28.5% | +25.0% | -53.6% | -28.9% |
| YTD | -35.3% | +69.6% | -104.9% | -35.0% |
| 1Y | -34.7% | +60.6% | -95.3% | -33.7% |
| All | -34.7% | +62.2% | -96.8% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling