+1,404.1%
RRX vs DVA
+5,166.5%
-3,762.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.8% |
| 7D | -0.7% | +2.0% | -2.7% | -1.1% |
| 30D | -8.0% | -0.4% | -7.6% | -7.9% |
| 3M | -25.1% | -7.7% | -17.4% | -23.9% |
| 6M | -18.3% | +20.0% | -38.2% | -21.1% |
| YTD | +14.2% | +61.1% | -46.9% | +4.2% |
| 1Y | +13.0% | +33.9% | -20.8% | +6.5% |
| 3Y | +4.2% | +91.5% | -87.3% | -8.9% |
| 5Y | +17.9% | +41.8% | -23.9% | +6.3% |
| 10Y | +220.4% | +187.5% | +32.9% | +154.6% |
| All | +1,404.1% | +5,166.5% | -3,762.4% | +851.7% |
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