+211.9%
B vs DVA
+186.3%
+25.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | +1.0% | +2.0% | -1.0% | +0.9% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +14.3% | -7.7% | +22.0% | +14.5% |
| 6M | -1.9% | +20.0% | -21.8% | -4.1% |
| YTD | +4.1% | +61.1% | -57.0% | -1.0% |
| 1Y | +56.1% | +33.9% | +22.2% | +50.8% |
| 3Y | +202.0% | +91.5% | +110.5% | +181.9% |
| 5Y | +158.8% | +41.8% | +117.0% | +143.0% |
| 10Y | +211.9% | +187.5% | +24.4% | +187.1% |
| All | +211.9% | +186.3% | +25.6% | +187.1% |
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 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