+197.3%
C vs DVA
+5,239.3%
-5,042.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.1% |
| 7D | -0.9% | -0.1% | -0.8% | -1.0% |
| 30D | -5.4% | +3.5% | -8.9% | -6.3% |
| 3M | -9.2% | +1.0% | -10.1% | -9.7% |
| 6M | -1.8% | -6.6% | +4.8% | -1.4% |
| YTD | +6.7% | +63.3% | -56.6% | -7.1% |
| 1Y | +23.5% | +50.0% | -26.5% | +9.6% |
| 3Y | +219.8% | +120.1% | +99.7% | +155.0% |
| 5Y | +112.4% | +73.7% | +38.7% | +72.6% |
| 10Y | +220.1% | +212.7% | +7.4% | +123.4% |
| All | +197.3% | +5,239.3% | -5,042.0% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling