-97.5%
CAPR vs DVA
+552.4%
-650.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.4% | +24.1% | +25.9% |
| 7D | +25.8% | -4.8% | +30.5% | +27.5% |
| 30D | +50.2% | +0.9% | +49.3% | +50.0% |
| 3M | +185.5% | +2.9% | +182.6% | +183.0% |
| 6M | -64.8% | -7.8% | -57.1% | -64.4% |
| YTD | -61.1% | +61.5% | -122.6% | -66.7% |
| 1Y | +81.0% | +50.1% | +30.9% | +57.7% |
| 3Y | +300.7% | +121.1% | +179.6% | +206.4% |
| 5Y | +223.3% | +72.9% | +150.4% | +152.1% |
| 10Y | -58.8% | +208.2% | -267.0% | -74.2% |
| All | -97.5% | +552.4% | -650.0% | -98.5% |
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