-31.4%
ROL vs DVA
+42.3%
-73.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +3.0% | -8.8% | +11.8% | +3.6% |
| 30D | +19.8% | -3.4% | +23.2% | +20.0% |
| 3M | +7.9% | -2.6% | +10.5% | +8.1% |
| 6M | -25.6% | -11.9% | -13.8% | -25.4% |
| YTD | -34.1% | +53.6% | -87.8% | -33.1% |
| 1Y | -31.4% | +41.9% | -73.3% | -28.5% |
| All | -31.4% | +42.3% | -73.7% | -28.5% |
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 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