+94.8%
AUR vs DVA
+89.6%
+5.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -6.4% | 0.0% | -6.4% | -6.4% |
| 3M | +7.7% | -10.9% | +18.6% | +10.2% |
| 6M | +44.5% | +17.3% | +27.2% | +37.1% |
| YTD | +67.4% | +59.8% | +7.6% | +43.1% |
| 1Y | +15.4% | +36.3% | -20.8% | +4.1% |
| 3Y | +94.8% | +88.6% | +6.2% | +42.1% |
| All | +94.8% | +89.6% | +5.2% | +42.1% |
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 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