-4.2%
ROL vs DVA
+41.6%
-45.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -3.3% | +2.0% | -5.3% | -3.4% |
| 30D | -7.2% | -0.4% | -6.9% | -7.2% |
| 3M | -27.0% | -7.7% | -19.3% | -26.7% |
| 6M | -39.5% | +20.0% | -59.5% | -40.6% |
| YTD | -41.8% | +61.1% | -102.9% | -44.4% |
| 1Y | -38.9% | +33.9% | -72.7% | -40.6% |
| 3Y | -0.4% | +91.5% | -91.9% | -5.7% |
| 5Y | -4.2% | +41.8% | -46.0% | -9.6% |
| All | -4.2% | +41.6% | -45.8% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling