+41.6%
AA vs DVA
+193.2%
-151.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +0.5% | -8.8% | +9.3% | +3.3% |
| 30D | -0.6% | -3.4% | +2.8% | 0.0% |
| 3M | -19.7% | -2.6% | -17.1% | -19.7% |
| 6M | -41.6% | -11.9% | -29.7% | -40.7% |
| YTD | -24.6% | +53.6% | -78.3% | -39.2% |
| 1Y | +4.9% | +41.9% | -37.0% | -12.8% |
| 3Y | +66.8% | +97.5% | -30.7% | +17.5% |
| 5Y | -19.4% | +65.0% | -84.4% | -42.2% |
| All | +41.6% | +193.2% | -151.6% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling