+48.5%
BB vs DVA
+91.2%
-42.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.7% |
| 7D | +1.8% | +2.0% | -0.2% | +1.6% |
| 30D | -12.2% | -0.4% | -11.9% | -12.2% |
| 3M | -12.3% | -7.7% | -4.7% | -12.1% |
| 6M | +122.7% | +20.0% | +102.7% | +114.3% |
| YTD | +104.5% | +61.1% | +43.4% | +88.7% |
| 1Y | +106.7% | +33.9% | +72.8% | +97.4% |
| All | +48.5% | +91.2% | -42.7% | +32.4% |
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