+157.6%
ALL vs DVA
+67.5%
+90.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.3% |
| 7D | -0.1% | -1.6% | +1.4% | 0.0% |
| 30D | +13.8% | 0.0% | +13.8% | +13.7% |
| 3M | -2.8% | -2.4% | -0.4% | -2.6% |
| 6M | +23.7% | -9.8% | +33.4% | +24.6% |
| YTD | +27.3% | +57.8% | -30.5% | +17.4% |
| 1Y | +30.5% | +49.2% | -18.6% | +21.4% |
| 3Y | +113.0% | +116.0% | -3.0% | +88.4% |
| 5Y | +157.6% | +68.5% | +89.1% | +138.8% |
| All | +157.6% | +67.5% | +90.1% | +138.8% |
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