-25.5%
AR vs DVA
+202.3%
-227.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +7.4% | -8.8% | +16.1% | +9.5% |
| 30D | +5.8% | -3.4% | +9.2% | +6.0% |
| 3M | +5.2% | -2.6% | +7.8% | +5.1% |
| 6M | +5.4% | -11.9% | +17.3% | +7.2% |
| YTD | +12.4% | +53.6% | -41.2% | -3.2% |
| 1Y | +12.8% | +41.9% | -29.0% | -0.8% |
| 3Y | +47.2% | +97.5% | -50.3% | +14.2% |
| 5Y | +101.1% | +65.0% | +36.2% | +57.5% |
| 10Y | +57.6% | +193.2% | -135.6% | -3.0% |
| All | -25.5% | +202.3% | -227.8% | -50.9% |
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