+2,787.6%
ALL vs DVA
+5,059.1%
-2,271.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.4% |
| 7D | -0.1% | -1.6% | +1.4% | +0.1% |
| 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% | +24.9% |
| YTD | +27.3% | +57.8% | -30.5% | +16.5% |
| 1Y | +30.5% | +49.2% | -18.6% | +20.5% |
| 3Y | +113.0% | +116.0% | -3.0% | +83.4% |
| 5Y | +157.6% | +68.5% | +89.1% | +125.0% |
| 10Y | +368.4% | +198.9% | +169.5% | +266.9% |
| All | +2,787.6% | +5,059.1% | -2,271.6% | +1,591.7% |
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 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