+158.8%
B vs DVA
+41.6%
+117.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.3% |
| 6M | -1.9% | +20.0% | -21.8% | -4.8% |
| YTD | +4.1% | +61.1% | -57.0% | -2.5% |
| 1Y | +56.1% | +33.9% | +22.2% | +49.3% |
| 3Y | +202.0% | +91.5% | +110.5% | +175.7% |
| 5Y | +158.8% | +41.8% | +117.0% | +132.9% |
| All | +158.8% | +41.6% | +117.2% | +132.9% |
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