+1,141.2%
BR vs DVA
+586.3%
+554.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -2.0% |
| 7D | -5.9% | +2.2% | -8.2% | -6.4% |
| 30D | +1.9% | -2.0% | +3.9% | +2.3% |
| 3M | +14.7% | -6.3% | +20.9% | +15.7% |
| 6M | -12.8% | +19.4% | -32.2% | -17.8% |
| YTD | -23.0% | +58.5% | -81.5% | -33.2% |
| 1Y | -31.7% | +33.9% | -65.5% | -38.1% |
| 3Y | -4.8% | +88.4% | -93.2% | -24.1% |
| 5Y | +7.8% | +39.5% | -31.7% | -9.7% |
| 10Y | +184.1% | +179.5% | +4.6% | +75.1% |
| All | +1,141.2% | +586.3% | +554.8% | +376.6% |
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