+2,859.7%
ALL vs DVA
+4,923.3%
-2,063.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +5.0% | -8.8% | +13.8% | +6.5% |
| 30D | +13.3% | -3.4% | +16.7% | +13.8% |
| 3M | +3.2% | -2.6% | +5.7% | +3.4% |
| 6M | +25.3% | -11.9% | +37.2% | +27.0% |
| YTD | +30.5% | +53.6% | -23.2% | +19.9% |
| 1Y | +29.2% | +41.9% | -12.7% | +20.2% |
| 3Y | +119.1% | +97.5% | +21.6% | +91.3% |
| 5Y | +162.6% | +65.0% | +97.6% | +130.1% |
| 10Y | +378.8% | +193.2% | +185.5% | +276.1% |
| All | +2,859.7% | +4,923.3% | -2,063.6% | +1,640.5% |
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