-13.1%
BR vs DVA
+62.2%
-75.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.7% | +2.9% |
| 7D | +7.0% | +4.7% | +2.2% | +6.8% |
| 30D | +19.0% | +7.8% | +11.2% | +18.8% |
| 3M | +13.1% | -15.5% | +28.6% | +12.7% |
| 6M | +24.6% | +25.0% | -0.4% | +26.8% |
| YTD | -13.6% | +69.6% | -83.2% | -6.4% |
| 1Y | -13.1% | +60.6% | -73.7% | -5.1% |
| All | -13.1% | +62.2% | -75.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling