+67.8%
B vs DVA
+35.1%
+32.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.5% |
| 30D | +9.4% | -2.5% | +11.9% | +9.3% |
| 3M | +5.0% | -4.3% | +9.2% | +3.5% |
| 6M | -3.5% | +18.9% | -22.4% | -5.5% |
| YTD | +4.5% | +61.9% | -57.5% | +5.3% |
| 1Y | +67.8% | +35.7% | +32.1% | +64.4% |
| All | +67.8% | +35.1% | +32.6% | +64.4% |
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