+198.0%
C vs DVA
+5,059.1%
-4,861.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | -5.2% | 0.0% | -5.2% | -5.4% |
| 3M | -9.1% | -2.4% | -6.7% | -9.0% |
| 6M | -1.6% | -9.8% | +8.2% | -0.4% |
| YTD | +6.9% | +57.8% | -50.9% | -6.2% |
| 1Y | +23.0% | +49.2% | -26.2% | +9.2% |
| 3Y | +216.1% | +116.0% | +100.1% | +153.1% |
| 5Y | +112.2% | +68.5% | +43.8% | +73.6% |
| 10Y | +208.8% | +198.9% | +9.9% | +117.6% |
| All | +198.0% | +5,059.1% | -4,861.1% | +36.2% |
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