+1,709.5%
BE vs DVA
+105.9%
+1,603.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | +10.8% | -8.8% | +19.6% | +11.1% |
| 30D | -19.8% | -3.4% | -16.4% | -19.7% |
| 3M | -18.7% | -2.6% | -16.2% | -18.8% |
| 6M | -33.7% | -11.9% | -21.9% | -34.0% |
| YTD | +121.0% | +53.6% | +67.3% | +96.8% |
| 1Y | +85.4% | +41.9% | +43.5% | +68.5% |
| 3Y | +1,709.5% | +97.5% | +1,612.0% | +670.7% |
| All | +1,709.5% | +105.9% | +1,603.6% | +670.7% |
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