+54.2%
AR vs DVA
+192.4%
-138.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +2.4% |
| 7D | +6.4% | -10.7% | +17.1% | +9.0% |
| 30D | +3.1% | -4.4% | +7.5% | +3.6% |
| 3M | +3.3% | -4.1% | +7.4% | +3.5% |
| 6M | +6.6% | -13.2% | +19.8% | +8.6% |
| YTD | +12.3% | +53.2% | -40.9% | -3.0% |
| 1Y | +12.3% | +40.8% | -28.5% | -0.8% |
| 3Y | +50.4% | +109.7% | -59.3% | +14.8% |
| 5Y | +101.0% | +64.5% | +36.5% | +57.7% |
| All | +54.2% | +192.4% | -138.1% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling