+153.7%
ALL vs DVA
+88.7%
+65.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -2.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.0% |
| 30D | -4.7% | -2.0% | -2.7% | -4.4% |
| 3M | +18.4% | -6.3% | +24.6% | +18.9% |
| 6M | +20.5% | +19.4% | +1.1% | +16.4% |
| YTD | +23.5% | +58.5% | -34.9% | +14.0% |
| 1Y | +29.0% | +33.9% | -4.9% | +22.0% |
| 3Y | +153.7% | +88.4% | +65.3% | +138.7% |
| All | +153.7% | +88.7% | +65.0% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling