+6,416.5%
ROP vs DVA
+4,923.3%
+1,493.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +0.7% | -8.8% | +9.5% | +1.9% |
| 30D | +28.8% | -3.4% | +32.2% | +29.3% |
| 3M | +21.1% | -2.6% | +23.6% | +21.3% |
| 6M | +52.5% | -11.9% | +64.4% | +54.3% |
| YTD | +8.9% | +53.6% | -44.8% | +1.1% |
| 1Y | +8.2% | +41.9% | -33.6% | +1.6% |
| 3Y | -5.2% | +97.5% | -102.7% | -16.0% |
| 5Y | +1.7% | +65.0% | -63.3% | -9.8% |
| 10Y | +185.4% | +193.2% | -7.9% | +129.2% |
| All | +6,416.5% | +4,923.3% | +1,493.2% | +3,999.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling