-16.3%
A vs DVA
+40.8%
-57.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -4.3% | +1.7% | -5.9% | -4.5% |
| 3M | +8.9% | -8.7% | +17.6% | +9.6% |
| 6M | +24.5% | +19.7% | +4.9% | +20.3% |
| YTD | +5.8% | +59.6% | -53.8% | -2.6% |
| 1Y | +16.2% | +37.1% | -20.9% | +9.6% |
| 3Y | +28.5% | +89.8% | -61.3% | +15.4% |
| 5Y | -16.3% | +47.4% | -63.7% | -23.5% |
| All | -16.3% | +40.8% | -57.2% | -23.5% |
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