-35.1%
AUR vs DVA
+46.8%
-81.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | -6.4% | 0.0% | -6.4% | -6.4% |
| 3M | +7.7% | -10.9% | +18.6% | +10.4% |
| 6M | +44.5% | +17.3% | +27.2% | +36.5% |
| YTD | +67.4% | +59.8% | +7.6% | +42.4% |
| 1Y | +15.4% | +36.3% | -20.8% | +3.0% |
| 3Y | +94.8% | +88.6% | +6.2% | +53.6% |
| All | -35.1% | +46.8% | -81.9% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling