+5,284.8%
RTX vs DVA
+5,194.7%
+90.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -5.2% | +1.8% | -7.0% | -5.4% |
| 30D | -9.4% | -2.5% | -6.9% | -9.1% |
| 3M | +12.3% | -4.3% | +16.5% | +12.6% |
| 6M | -3.1% | +18.9% | -22.0% | -6.5% |
| YTD | +10.7% | +61.9% | -51.3% | +1.3% |
| 1Y | +28.4% | +35.7% | -7.3% | +20.6% |
| 3Y | +147.1% | +78.6% | +68.4% | +118.6% |
| 5Y | +167.2% | +39.2% | +128.0% | +140.4% |
| 10Y | +274.7% | +184.0% | +90.7% | +195.6% |
| All | +5,284.8% | +5,194.7% | +90.1% | +2,947.7% |
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