+117.1%
AA vs DVA
+187.5%
-70.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.5% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -10.7% | +1.7% | -12.4% | -11.3% |
| 3M | -26.2% | -8.7% | -17.5% | -25.2% |
| 6M | -20.9% | +19.7% | -40.6% | -28.2% |
| YTD | -8.6% | +59.6% | -68.2% | -26.8% |
| 1Y | +57.4% | +37.1% | +20.3% | +33.4% |
| 3Y | +77.8% | +89.8% | -12.0% | +26.5% |
| 5Y | +2.7% | +47.4% | -44.7% | -22.0% |
| All | +117.1% | +187.5% | -70.3% | +27.2% |
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