-27.6%
BB vs DVA
+40.8%
-68.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -16.0% | +1.7% | -17.7% | -16.3% |
| 3M | -14.5% | -8.7% | -5.8% | -13.8% |
| 6M | +118.6% | +19.7% | +98.9% | +108.7% |
| YTD | +98.9% | +59.6% | +39.3% | +79.0% |
| 1Y | +99.5% | +37.1% | +62.4% | +85.0% |
| 3Y | +65.4% | +89.8% | -24.4% | +40.5% |
| 5Y | -27.6% | +47.4% | -75.0% | -33.1% |
| All | -27.6% | +40.8% | -68.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling