+23.0%
C vs DVA
+47.6%
-24.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -9.1% | -2.4% | -6.7% | -9.1% |
| 6M | -1.6% | -9.8% | +8.2% | -1.7% |
| YTD | +6.9% | +57.8% | -50.9% | +4.0% |
| 1Y | +23.0% | +49.2% | -26.2% | +21.0% |
| All | +23.0% | +47.6% | -24.6% | +21.0% |
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