+280.0%
RTX vs DVA
+187.5%
+92.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -11.2% | +1.7% | -12.9% | -11.5% |
| 3M | +12.0% | -8.7% | +20.7% | +13.3% |
| 6M | -3.6% | +19.7% | -23.2% | -8.1% |
| YTD | +9.2% | +59.6% | -50.4% | -2.6% |
| 1Y | +29.7% | +37.1% | -7.4% | +19.3% |
| 3Y | +152.0% | +89.8% | +62.2% | +110.0% |
| 5Y | +165.8% | +47.4% | +118.4% | +130.1% |
| All | +280.0% | +187.5% | +92.6% | +166.2% |
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