-65.3%
AAOX vs DVA
+18.3%
-83.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.1% | +13.3% | +9.6% |
| 7D | +15.2% | +2.2% | +13.0% | +17.2% |
| 30D | -40.3% | -2.0% | -38.3% | -40.7% |
| 3M | -81.2% | -6.3% | -74.9% | -81.0% |
| All | -65.3% | +18.3% | -83.6% | -59.0% |
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 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 · Available span rolling