+134.9%
AS vs DVA
+76.5%
+58.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +6.9% | +2.1% | +4.9% | +6.6% |
| 30D | +16.0% | +8.2% | +7.8% | +14.9% |
| 3M | -12.8% | +5.9% | -18.8% | -13.5% |
| 6M | -15.4% | -1.3% | -14.1% | -15.9% |
| YTD | -15.7% | +68.4% | -84.2% | -21.8% |
| 1Y | +6.1% | +57.5% | -51.4% | -0.2% |
| All | +134.9% | +76.5% | +58.4% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling