+19.2%
ACWI vs DVA
+33.5%
-14.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | -1.3% | +1.7% | -3.0% | -1.3% |
| 3M | +5.0% | -8.7% | +13.6% | +4.9% |
| 6M | +11.7% | +19.7% | -7.9% | +11.0% |
| YTD | +13.0% | +59.6% | -46.7% | +12.1% |
| 1Y | +19.2% | +37.1% | -17.9% | +19.5% |
| All | +19.2% | +33.5% | -14.3% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling