+373.9%
BAX vs DVA
+5,081.6%
-4,707.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.6% | -3.5% |
| 7D | -2.4% | +2.2% | -4.7% | -2.7% |
| 30D | -9.7% | -2.0% | -7.7% | -9.5% |
| 3M | +29.3% | -6.3% | +35.5% | +30.2% |
| 6M | +40.7% | +19.4% | +21.2% | +36.4% |
| YTD | +30.3% | +58.5% | -28.2% | +20.8% |
| 1Y | +3.4% | +33.9% | -30.5% | -1.7% |
| 3Y | -32.0% | +88.4% | -120.5% | -38.6% |
| 5Y | -66.9% | +39.5% | -106.4% | -69.4% |
| 10Y | -37.1% | +179.5% | -216.5% | -47.4% |
| All | +373.9% | +5,081.6% | -4,707.7% | +206.9% |
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