+19.7%
BROS vs DVA
+48.5%
-28.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -1.3% | -4.4% | -5.5% |
| 30D | -14.0% | 0.0% | -14.0% | -14.0% |
| 3M | -32.5% | -10.9% | -21.6% | -31.4% |
| 6M | -14.9% | +17.3% | -32.2% | -17.9% |
| YTD | -28.3% | +59.8% | -88.1% | -35.5% |
| 1Y | -34.0% | +36.3% | -70.2% | -38.5% |
| 3Y | +63.0% | +88.6% | -25.6% | +42.1% |
| All | +19.7% | +48.5% | -28.9% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling