+770.7%
BA vs DVA
+5,180.6%
-4,409.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -1.4% | -4.8% | +3.4% | -0.7% |
| 30D | -7.9% | +0.9% | -8.8% | -8.1% |
| 3M | -25.2% | +2.9% | -28.1% | -25.6% |
| 6M | -26.7% | -7.8% | -19.0% | -26.3% |
| YTD | -19.6% | +61.5% | -81.1% | -26.4% |
| 1Y | -10.6% | +50.1% | -60.7% | -17.3% |
| 3Y | -11.2% | +121.1% | -132.4% | -23.6% |
| 5Y | -20.4% | +72.9% | -93.3% | -30.4% |
| 10Y | +26.8% | +208.2% | -181.5% | +2.0% |
| All | +770.7% | +5,180.6% | -4,409.9% | +547.6% |
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