+5,298.2%
RTX vs DVA
+5,180.6%
+117.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.2% |
| 7D | +1.4% | -4.8% | +6.2% | +2.1% |
| 30D | +7.8% | +0.9% | +6.9% | +7.5% |
| 3M | -9.8% | +2.9% | -12.7% | -10.4% |
| 6M | +13.5% | -7.8% | +21.3% | +14.1% |
| YTD | +10.9% | +61.5% | -50.6% | +1.3% |
| 1Y | +14.0% | +50.1% | -36.1% | +5.2% |
| 3Y | +159.9% | +121.1% | +38.8% | +122.8% |
| 5Y | +151.7% | +72.9% | +78.8% | +118.1% |
| 10Y | +269.0% | +208.2% | +60.7% | +187.2% |
| All | +5,298.2% | +5,180.6% | +117.6% | +2,948.4% |
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