+50.5%
B vs DVA
+33.5%
+17.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.6% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +8.7% | +1.7% | +7.0% | +8.8% |
| 3M | +17.3% | -8.7% | +26.0% | +15.7% |
| 6M | -5.0% | +19.7% | -24.7% | -6.9% |
| YTD | +1.4% | +59.6% | -58.2% | +2.2% |
| 1Y | +50.5% | +37.1% | +13.4% | +44.9% |
| All | +50.5% | +33.5% | +17.0% | +44.9% |
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 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