+214.8%
B vs DVA
+193.2%
+21.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -7.3% | -8.8% | +1.5% | -6.7% |
| 30D | -3.3% | -3.4% | +0.1% | -3.1% |
| 3M | -7.8% | -2.6% | -5.2% | -7.7% |
| 6M | -15.5% | -11.9% | -3.7% | -15.3% |
| YTD | -12.3% | +53.6% | -65.9% | -16.1% |
| 1Y | +5.4% | +41.9% | -36.5% | +1.4% |
| 3Y | +165.5% | +97.5% | +68.0% | +148.5% |
| 5Y | +107.0% | +65.0% | +42.1% | +93.5% |
| All | +214.8% | +193.2% | +21.7% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling