-77.3%
CAPR vs DVA
+186.3%
-263.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -5.1% |
| 7D | -12.6% | +2.0% | -14.7% | -13.1% |
| 30D | +124.4% | -0.4% | +124.8% | +124.6% |
| 3M | -66.8% | -7.7% | -59.1% | -66.3% |
| 6M | -71.8% | +20.0% | -91.8% | -73.6% |
| YTD | -70.1% | +61.1% | -131.1% | -74.5% |
| 1Y | +33.3% | +33.9% | -0.5% | +19.9% |
| 3Y | +36.7% | +91.5% | -54.8% | +6.5% |
| 5Y | +72.5% | +41.8% | +30.7% | +43.1% |
| 10Y | -77.3% | +187.5% | -264.8% | -84.9% |
| All | -77.3% | +186.3% | -263.6% | -84.9% |
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 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