-26.5%
AR vs DVA
+217.7%
-244.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.0% |
| 7D | +2.1% | -4.8% | +6.8% | +3.1% |
| 30D | +4.5% | +0.9% | +3.6% | +3.8% |
| 3M | +1.0% | +2.9% | -1.9% | -0.4% |
| 6M | +4.4% | -7.8% | +12.2% | +5.0% |
| YTD | +10.9% | +61.5% | -50.6% | -5.6% |
| 1Y | +8.6% | +50.1% | -41.5% | -5.8% |
| 3Y | +48.5% | +121.1% | -72.6% | +11.8% |
| 5Y | +95.7% | +72.9% | +22.8% | +51.6% |
| 10Y | +55.5% | +208.2% | -152.8% | -5.4% |
| All | -26.5% | +217.7% | -244.3% | -52.2% |
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 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