+1,683.3%
BE vs DVA
+91.2%
+1,592.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | +23.9% | +2.0% | +21.9% | +23.7% |
| 30D | +27.8% | -0.4% | +28.2% | +27.8% |
| 3M | +3.7% | -7.7% | +11.4% | +3.4% |
| 6M | +78.0% | +20.0% | +58.0% | +71.0% |
| YTD | +209.9% | +61.1% | +148.8% | +176.8% |
| 1Y | +389.6% | +33.9% | +355.7% | +356.9% |
| All | +1,683.3% | +91.2% | +1,592.2% | +1,203.9% |
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