+753.3%
BP vs DVA
+4,923.3%
-4,170.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | -8.8% | +12.6% | +4.9% |
| 30D | -5.3% | -3.4% | -1.9% | -5.1% |
| 3M | +9.3% | -2.6% | +11.8% | +9.3% |
| 6M | +7.2% | -11.9% | +19.1% | +8.3% |
| YTD | +38.0% | +53.6% | -15.6% | +28.7% |
| 1Y | +33.2% | +41.9% | -8.7% | +25.5% |
| 3Y | +50.3% | +97.5% | -47.2% | +34.0% |
| 5Y | +114.1% | +65.0% | +49.1% | +91.5% |
| 10Y | +140.7% | +193.2% | -52.5% | +98.4% |
| All | +753.3% | +4,923.3% | -4,170.1% | +518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling