-33.4%
BAX vs DVA
+91.2%
-124.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.4% |
| 7D | -5.1% | +2.0% | -7.1% | -5.6% |
| 30D | -12.2% | -0.4% | -11.8% | -12.1% |
| 3M | +21.8% | -7.7% | +29.5% | +23.7% |
| 6M | +36.3% | +20.0% | +16.3% | +26.7% |
| YTD | +27.8% | +61.1% | -33.3% | +5.9% |
| 1Y | -0.1% | +33.9% | -33.9% | -11.0% |
| All | -33.4% | +91.2% | -124.5% | -51.3% |
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