+143.7%
AR vs DVA
+41.6%
+102.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -1.2% | +2.0% | -3.2% | -1.5% |
| 30D | +5.5% | -0.4% | +5.9% | +5.6% |
| 3M | +12.9% | -7.7% | +20.5% | +14.0% |
| 6M | +0.1% | +20.0% | -19.9% | -4.2% |
| YTD | +13.5% | +61.1% | -47.6% | +1.4% |
| 1Y | +21.6% | +33.9% | -12.3% | +13.1% |
| 3Y | +46.0% | +91.5% | -45.6% | +21.2% |
| 5Y | +143.7% | +41.8% | +102.0% | +122.2% |
| All | +143.7% | +41.6% | +102.1% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling