-19.4%
AS vs DVA
+34.3%
-53.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.6% |
| 7D | -4.9% | +1.8% | -6.7% | -4.9% |
| 30D | -19.6% | -2.5% | -17.1% | -19.6% |
| 3M | -14.4% | -4.3% | -10.1% | -14.6% |
| 6M | -20.1% | +18.9% | -39.0% | -20.3% |
| YTD | -20.9% | +61.9% | -82.9% | -16.5% |
| All | -19.4% | +34.3% | -53.7% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling