+207.0%
C vs DVA
+193.2%
+13.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +4.2% | -8.8% | +12.9% | +6.4% |
| 30D | +2.0% | -3.4% | +5.4% | +2.5% |
| 3M | -10.1% | -2.6% | -7.5% | -10.0% |
| 6M | +1.0% | -11.9% | +12.9% | +2.7% |
| YTD | +8.5% | +53.6% | -45.2% | -7.3% |
| 1Y | +25.7% | +41.9% | -16.1% | +9.9% |
| 3Y | +216.0% | +97.5% | +118.5% | +140.5% |
| 5Y | +112.3% | +65.0% | +47.3% | +62.2% |
| All | +207.0% | +193.2% | +13.9% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling