+120.4%
AS vs DVA
+69.7%
+50.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.4% |
| 7D | -4.9% | +1.8% | -6.7% | -5.1% |
| 30D | -19.6% | -2.5% | -17.1% | -19.4% |
| 3M | -14.4% | -4.3% | -10.1% | -14.5% |
| 6M | -20.1% | +18.9% | -39.0% | -22.5% |
| YTD | -20.9% | +61.9% | -82.9% | -26.2% |
| 1Y | -21.9% | +35.7% | -57.6% | -24.2% |
| All | +120.4% | +69.7% | +50.7% | +116.6% |
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 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