+358.0%
ALL vs DVA
+187.5%
+170.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -3.6% | +1.7% | -5.3% | -3.9% |
| 3M | +13.2% | -8.7% | +21.9% | +14.7% |
| 6M | +22.5% | +19.7% | +2.8% | +16.2% |
| YTD | +22.7% | +59.6% | -36.9% | +8.8% |
| 1Y | +28.3% | +37.1% | -8.8% | +17.5% |
| 3Y | +152.0% | +89.8% | +62.3% | +109.6% |
| 5Y | +115.4% | +47.4% | +68.1% | +85.8% |
| All | +358.0% | +187.5% | +170.6% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling