+162.9%
RTX vs DVA
+41.6%
+121.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.8% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | -11.6% | -0.4% | -11.2% | -11.5% |
| 3M | +9.2% | -7.7% | +16.8% | +9.6% |
| 6M | -4.4% | +20.0% | -24.4% | -6.4% |
| YTD | +8.9% | +61.1% | -52.2% | +3.8% |
| 1Y | +32.1% | +33.9% | -1.8% | +27.9% |
| 3Y | +151.2% | +91.5% | +59.7% | +136.4% |
| 5Y | +162.9% | +41.8% | +121.1% | +164.8% |
| All | +162.9% | +41.6% | +121.3% | +164.8% |
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