+27.7%
ALL vs DVA
+36.3%
-8.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | -2.3% | -1.3% | -0.9% | -2.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +16.0% | -10.9% | +27.0% | +17.0% |
| 6M | +24.6% | +17.3% | +7.3% | +21.0% |
| YTD | +23.7% | +59.8% | -36.1% | +14.0% |
| 1Y | +27.7% | +36.3% | -8.5% | +24.5% |
| All | +27.7% | +36.3% | -8.6% | +24.5% |
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