-17.7%
BB vs DVA
+64.3%
-82.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +1.8% | -8.8% | +10.6% | +3.1% |
| 30D | +8.1% | -3.4% | +11.5% | +8.4% |
| 3M | -1.0% | -2.6% | +1.6% | -1.1% |
| 6M | +45.9% | -11.9% | +57.8% | +47.0% |
| YTD | +134.8% | +53.6% | +81.2% | +112.6% |
| 1Y | +104.6% | +41.9% | +62.7% | +88.2% |
| 3Y | +152.8% | +97.5% | +55.3% | +114.6% |
| All | -17.7% | +64.3% | -82.1% | -28.2% |
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