-29.6%
BR vs DVA
+35.1%
-64.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.4% |
| 7D | -5.3% | +1.8% | -7.1% | -5.3% |
| 30D | +6.4% | -2.5% | +8.9% | +6.5% |
| 3M | +13.6% | -4.3% | +17.9% | +14.2% |
| 6M | -6.7% | +18.9% | -25.6% | -5.3% |
| YTD | -21.1% | +61.9% | -83.0% | -16.4% |
| 1Y | -29.6% | +35.7% | -65.3% | -24.1% |
| All | -29.6% | +35.1% | -64.7% | -24.1% |
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