+2,702.9%
ALL vs DVA
+5,081.6%
-2,378.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -2.0% |
| 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% | +19.1% |
| 6M | +20.5% | +19.4% | +1.1% | +15.9% |
| YTD | +23.5% | +58.5% | -34.9% | +13.2% |
| 1Y | +29.0% | +33.9% | -4.9% | +21.3% |
| 3Y | +153.7% | +88.4% | +65.3% | +122.6% |
| 5Y | +114.8% | +39.5% | +75.3% | +93.6% |
| 10Y | +356.1% | +179.5% | +176.7% | +261.2% |
| All | +2,702.9% | +5,081.6% | -2,378.7% | +1,544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling