-12.3%
BA vs DVA
+42.7%
-54.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.4% |
| 7D | -0.6% | -10.7% | +10.1% | +0.1% |
| 30D | -8.0% | -4.4% | -3.6% | -7.8% |
| 3M | -25.8% | -4.1% | -21.7% | -25.6% |
| 6M | -27.6% | -13.2% | -14.4% | -27.6% |
| YTD | -21.0% | +53.2% | -74.2% | -21.3% |
| 1Y | -12.3% | +40.8% | -53.1% | -11.0% |
| All | -12.3% | +42.7% | -54.9% | -11.0% |
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 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