-24.9%
AR vs DVA
+211.8%
-236.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -1.8% | +2.2% | -4.1% | -2.4% |
| 30D | +12.6% | -2.0% | +14.6% | +13.1% |
| 3M | +10.0% | -6.3% | +16.3% | +11.1% |
| 6M | +0.6% | +19.4% | -18.8% | -5.5% |
| YTD | +13.4% | +58.5% | -45.1% | -2.4% |
| 1Y | +21.7% | +33.9% | -12.2% | +9.6% |
| 3Y | +45.8% | +88.4% | -42.6% | +14.6% |
| 5Y | +144.3% | +39.5% | +104.7% | +103.5% |
| 10Y | +41.8% | +179.5% | -137.7% | -10.5% |
| All | -24.9% | +211.8% | -236.7% | -50.5% |
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