+112.4%
C vs DVA
+70.6%
+41.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.8% |
| 7D | -0.9% | -0.1% | -0.8% | -1.0% |
| 30D | -5.4% | +3.5% | -8.9% | -5.9% |
| 3M | -9.2% | +1.0% | -10.1% | -9.5% |
| 6M | -1.8% | -6.6% | +4.8% | -1.7% |
| YTD | +6.7% | +63.3% | -56.6% | -3.0% |
| 1Y | +23.5% | +50.0% | -26.5% | +14.0% |
| 3Y | +219.8% | +120.1% | +99.7% | +170.9% |
| 5Y | +112.4% | +73.7% | +38.7% | +82.7% |
| All | +112.4% | +70.6% | +41.8% | +82.7% |
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 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