+161.7%
B vs DVA
+5,180.6%
-5,018.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -1.7% |
| 7D | -2.7% | -4.8% | +2.1% | -2.4% |
| 30D | -4.3% | +0.9% | -5.3% | -4.4% |
| 3M | -2.3% | +2.9% | -5.2% | -2.6% |
| 6M | -16.2% | -7.8% | -8.5% | -16.1% |
| YTD | -8.8% | +61.5% | -70.3% | -12.4% |
| 1Y | +11.4% | +50.1% | -38.7% | +7.6% |
| 3Y | +174.3% | +121.1% | +53.2% | +157.3% |
| 5Y | +116.2% | +72.9% | +43.3% | +103.9% |
| 10Y | +222.7% | +208.2% | +14.5% | +189.8% |
| All | +161.7% | +5,180.6% | -5,018.8% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling