+217.3%
RRX vs DVA
+187.8%
+29.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | -6.1% | 0.0% | -6.2% | -6.2% |
| 3M | -23.1% | -10.9% | -12.1% | -20.1% |
| 6M | -19.5% | +17.3% | -36.8% | -23.9% |
| YTD | +16.1% | +59.8% | -43.7% | -1.2% |
| 1Y | +12.9% | +36.3% | -23.3% | +1.0% |
| 3Y | +7.9% | +88.6% | -80.7% | -15.8% |
| 5Y | +19.1% | +47.5% | -28.4% | -2.6% |
| All | +217.3% | +187.8% | +29.5% | +106.6% |
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 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