+83.0%
AA vs DVA
+91.2%
-8.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -0.6% | +2.0% | -2.6% | -0.8% |
| 30D | -1.6% | -0.4% | -1.2% | -1.6% |
| 3M | -29.8% | -7.7% | -22.1% | -29.8% |
| 6M | -16.6% | +20.0% | -36.6% | -20.3% |
| YTD | -4.0% | +61.1% | -65.1% | -14.8% |
| 1Y | +63.5% | +33.9% | +29.6% | +51.4% |
| All | +83.0% | +91.2% | -8.2% | +62.0% |
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