+1,979.2%
RSG vs DVA
+1,471.1%
+508.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +2.8% | +1.7% | +1.1% | +2.5% |
| 3M | +4.3% | -8.7% | +13.0% | +5.2% |
| 6M | -0.5% | +19.7% | -20.2% | -3.7% |
| YTD | +5.2% | +59.6% | -54.4% | -2.5% |
| 1Y | -2.1% | +37.1% | -39.2% | -7.5% |
| 3Y | +56.5% | +89.8% | -33.3% | +39.3% |
| 5Y | +89.5% | +47.4% | +42.1% | +71.0% |
| 10Y | +424.8% | +184.9% | +239.9% | +322.7% |
| All | +1,979.2% | +1,471.1% | +508.1% | +1,229.1% |
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