+20.1%
COMP vs DVA
+62.2%
-42.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.8% | +2.0% | +6.3% |
| 7D | +9.5% | +4.7% | +4.7% | +8.3% |
| 30D | +8.1% | +7.8% | +0.3% | +6.0% |
| 3M | -16.3% | -15.5% | -0.8% | -14.1% |
| 6M | +42.2% | +25.0% | +17.2% | +28.4% |
| YTD | -5.0% | +69.6% | -74.6% | -12.4% |
| 1Y | +20.1% | +60.6% | -40.5% | +14.3% |
| All | +20.1% | +62.2% | -42.1% | +14.3% |
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