+1,127.7%
RSP vs DVA
+2,563.9%
-1,436.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -0.8% | +1.8% | -2.6% | -1.3% |
| 30D | -0.3% | -2.5% | +2.2% | +0.3% |
| 3M | +4.3% | -4.3% | +8.5% | +4.6% |
| 6M | +8.8% | +18.9% | -10.0% | +1.4% |
| YTD | +15.3% | +61.9% | -46.7% | -3.2% |
| 1Y | +18.3% | +35.7% | -17.4% | +4.6% |
| 3Y | +52.8% | +78.6% | -25.8% | +19.5% |
| 5Y | +51.7% | +39.2% | +12.5% | +23.5% |
| 10Y | +208.5% | +184.0% | +24.4% | +81.9% |
| All | +1,127.7% | +2,563.9% | -1,436.2% | +296.0% |
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