+439.2%
RVMD vs DVA
+35.1%
+404.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +1.0% | +1.8% | -0.8% | +1.1% |
| 30D | +6.4% | -2.5% | +8.9% | +6.3% |
| 3M | +34.9% | -4.3% | +39.2% | +34.7% |
| 6M | +107.6% | +18.9% | +88.7% | +109.7% |
| YTD | +163.7% | +61.9% | +101.7% | +176.9% |
| 1Y | +439.2% | +35.7% | +403.5% | +512.1% |
| All | +439.2% | +35.1% | +404.1% | +512.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling