+0.8%
ROL vs DVA
+88.7%
-87.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.4% |
| 7D | -3.4% | +2.2% | -5.7% | -3.6% |
| 30D | -6.9% | -2.0% | -4.9% | -6.8% |
| 3M | -24.6% | -6.3% | -18.3% | -24.4% |
| 6M | -39.5% | +19.4% | -59.0% | -40.7% |
| YTD | -41.1% | +58.5% | -99.6% | -43.9% |
| 1Y | -37.9% | +33.9% | -71.8% | -39.6% |
| 3Y | +0.8% | +88.4% | -87.6% | -0.5% |
| All | +0.8% | +88.7% | -87.9% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling