+708.7%
BP vs DVA
+5,194.7%
-4,486.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +3.9% | +1.8% | +2.1% | +3.7% |
| 30D | +7.6% | -2.5% | +10.1% | +7.9% |
| 3M | +0.7% | -4.3% | +5.0% | +1.0% |
| 6M | +15.5% | +18.9% | -3.4% | +12.1% |
| YTD | +30.8% | +61.9% | -31.1% | +21.5% |
| 1Y | +34.3% | +35.7% | -1.4% | +27.5% |
| 3Y | +35.1% | +78.6% | -43.6% | +21.8% |
| 5Y | +126.8% | +39.2% | +87.6% | +107.8% |
| 10Y | +123.4% | +184.0% | -60.7% | +84.9% |
| All | +708.7% | +5,194.7% | -4,486.0% | +484.0% |
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