-69.4%
CAPR vs DVA
+193.2%
-262.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | +5.9% | -8.8% | +14.7% | +8.8% |
| 30D | +44.6% | -3.4% | +48.0% | +46.3% |
| 3M | +126.4% | -2.6% | +128.9% | +127.8% |
| 6M | -68.6% | -11.9% | -56.7% | -67.8% |
| YTD | -67.0% | +53.6% | -120.6% | -71.6% |
| 1Y | +65.2% | +41.9% | +23.3% | +45.0% |
| 3Y | +235.6% | +97.5% | +138.1% | +158.3% |
| 5Y | +175.4% | +65.0% | +110.5% | +111.6% |
| All | -69.4% | +193.2% | -262.5% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling