+45.2%
AR vs DVA
+116.5%
-71.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.4% |
| 7D | +2.1% | -4.8% | +6.8% | +2.3% |
| 30D | +4.5% | +0.9% | +3.6% | +4.3% |
| 3M | +1.0% | +2.9% | -1.9% | +0.5% |
| 6M | +4.4% | -7.8% | +12.2% | +4.9% |
| YTD | +10.9% | +61.5% | -50.6% | +3.3% |
| 1Y | +8.6% | +50.1% | -41.5% | +2.5% |
| All | +45.2% | +116.5% | -71.3% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling