+26.0%
C vs DVA
+62.2%
-36.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +1.7% |
| 7D | +1.1% | +4.7% | -3.7% | +1.1% |
| 30D | -2.4% | +7.8% | -10.2% | -2.4% |
| 3M | -8.4% | -15.5% | +7.1% | -8.8% |
| 6M | +0.3% | +25.0% | -24.7% | +1.0% |
| YTD | +9.1% | +69.6% | -60.5% | +6.2% |
| 1Y | +26.0% | +60.6% | -34.5% | +23.7% |
| All | +26.0% | +62.2% | -36.1% | +23.7% |
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