+519.9%
RVMD vs DVA
+89.6%
+430.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | -1.3% | -1.6% | -2.9% |
| 30D | -0.7% | 0.0% | -0.8% | -0.7% |
| 3M | +36.5% | -10.9% | +47.5% | +37.3% |
| 6M | +104.6% | +17.3% | +87.3% | +99.2% |
| YTD | +155.8% | +59.8% | +96.0% | +139.2% |
| 1Y | +340.7% | +36.3% | +304.4% | +324.2% |
| 3Y | +519.9% | +88.6% | +431.3% | +443.0% |
| All | +519.9% | +89.6% | +430.3% | +443.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling