+100.1%
AA vs DVA
+4,909.2%
-4,809.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -0.4% |
| 7D | +5.3% | -10.7% | +15.9% | +7.6% |
| 30D | -2.3% | -4.4% | +2.1% | -1.6% |
| 3M | -20.8% | -4.1% | -16.7% | -20.5% |
| 6M | -39.8% | -13.2% | -26.6% | -38.9% |
| YTD | -23.3% | +53.2% | -76.5% | -31.8% |
| 1Y | +1.8% | +40.8% | -39.0% | -7.9% |
| 3Y | +69.5% | +109.7% | -40.2% | +39.7% |
| 5Y | -18.0% | +64.5% | -82.5% | -30.5% |
| 10Y | +45.7% | +192.4% | -146.7% | +10.0% |
| All | +100.1% | +4,909.2% | -4,809.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling