-1.8%
BA vs DVA
+85.7%
-87.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.2% | +1.8% | -0.7% | +1.0% |
| 30D | -11.6% | -2.5% | -9.1% | -11.4% |
| 3M | -2.4% | -4.3% | +1.9% | -2.6% |
| 6M | -6.6% | +18.9% | -25.5% | -9.0% |
| YTD | -2.2% | +61.9% | -64.2% | -8.1% |
| 1Y | -8.0% | +35.7% | -43.7% | -11.6% |
| All | -1.8% | +85.7% | -87.5% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling