+146.5%
AA vs DVA
+5,194.7%
-5,048.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | +5.0% | -2.5% | +7.5% | +5.4% |
| 3M | -35.8% | -4.3% | -31.6% | -35.8% |
| 6M | -18.4% | +18.9% | -37.3% | -22.5% |
| YTD | -5.5% | +61.9% | -67.4% | -16.5% |
| 1Y | +61.0% | +35.7% | +25.2% | +47.3% |
| 3Y | +66.2% | +78.6% | -12.4% | +41.3% |
| 5Y | +11.4% | +39.2% | -27.8% | -2.2% |
| 10Y | +116.9% | +184.0% | -67.1% | +64.9% |
| All | +146.5% | +5,194.7% | -5,048.2% | +51.3% |
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