+116.1%
ALL vs DVA
+41.6%
+74.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -2.2% | +2.0% | -4.2% | -2.5% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | +17.2% | -7.7% | +24.9% | +18.1% |
| 6M | +23.2% | +20.0% | +3.3% | +18.9% |
| YTD | +23.6% | +61.1% | -37.5% | +13.6% |
| 1Y | +29.2% | +33.9% | -4.7% | +22.0% |
| 3Y | +153.8% | +91.5% | +62.3% | +126.5% |
| 5Y | +116.1% | +41.8% | +74.3% | +104.7% |
| All | +116.1% | +41.6% | +74.4% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling