+203.4%
RSP vs DVA
+187.5%
+16.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -3.4% | +1.7% | -5.1% | -3.8% |
| 3M | +3.6% | -8.7% | +12.3% | +4.9% |
| 6M | +9.0% | +19.7% | -10.7% | +3.3% |
| YTD | +12.2% | +59.6% | -47.4% | -1.3% |
| 1Y | +15.6% | +37.1% | -21.5% | +5.3% |
| 3Y | +51.6% | +89.8% | -38.1% | +24.2% |
| 5Y | +50.4% | +47.4% | +3.1% | +27.9% |
| All | +203.4% | +187.5% | +16.0% | +112.1% |
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 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