+48.4%
RSP vs DVA
+64.3%
-15.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.4% | -8.8% | +11.1% | +3.5% |
| 30D | +4.3% | -3.4% | +7.7% | +4.6% |
| 3M | -0.3% | -2.6% | +2.2% | -0.2% |
| 6M | +9.8% | -11.9% | +21.7% | +10.8% |
| YTD | +16.8% | +53.6% | -36.8% | +7.9% |
| 1Y | +19.5% | +41.9% | -22.4% | +11.8% |
| 3Y | +65.1% | +97.5% | -32.4% | +45.8% |
| All | +48.4% | +64.3% | -15.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling