+58.2%
CAPR vs DVA
+35.1%
+23.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -2.0% | +1.8% | -3.8% | -2.0% |
| 30D | +139.2% | -2.5% | +141.7% | +139.0% |
| 3M | -66.4% | -4.3% | -62.1% | -66.0% |
| 6M | -63.1% | +18.9% | -82.0% | -62.1% |
| YTD | -67.4% | +61.9% | -129.4% | -65.6% |
| 1Y | +58.2% | +35.7% | +22.5% | +82.1% |
| All | +58.2% | +35.1% | +23.1% | +82.1% |
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 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