+206.6%
ROL vs DVA
+187.8%
+18.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.2% | -1.3% | -1.8% | -3.0% |
| 30D | -4.9% | 0.0% | -4.9% | -4.9% |
| 3M | -25.8% | -10.9% | -14.9% | -24.9% |
| 6M | -37.6% | +17.3% | -54.8% | -39.5% |
| YTD | -41.5% | +59.8% | -101.3% | -46.3% |
| 1Y | -39.5% | +36.3% | -75.7% | -43.1% |
| 3Y | +0.1% | +88.6% | -88.5% | -12.0% |
| 5Y | -4.6% | +47.5% | -52.1% | -13.8% |
| All | +206.6% | +187.8% | +18.8% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling