+152.8%
BB vs DVA
+105.9%
+46.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | +1.8% | -8.8% | +10.6% | +2.6% |
| 30D | +8.1% | -3.4% | +11.5% | +8.3% |
| 3M | -1.0% | -2.6% | +1.6% | -1.1% |
| 6M | +45.9% | -11.9% | +57.8% | +46.4% |
| YTD | +134.8% | +53.6% | +81.2% | +117.0% |
| 1Y | +104.6% | +41.9% | +62.7% | +92.2% |
| 3Y | +152.8% | +97.5% | +55.3% | +99.4% |
| All | +152.8% | +105.9% | +46.9% | +99.4% |
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