+134.0%
BP vs DVA
+187.5%
-53.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +8.1% | +1.7% | +6.4% | +7.7% |
| 3M | +8.6% | -8.7% | +17.3% | +9.9% |
| 6M | +18.1% | +19.7% | -1.5% | +12.8% |
| YTD | +37.6% | +59.6% | -22.0% | +23.1% |
| 1Y | +39.4% | +37.1% | +2.3% | +28.5% |
| 3Y | +40.1% | +89.8% | -49.7% | +16.3% |
| 5Y | +141.3% | +47.4% | +93.9% | +107.7% |
| All | +134.0% | +187.5% | -53.4% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling