-46.7%
COMP vs DVA
+67.5%
-114.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | +4.1% | +2.2% | +1.8% | +3.2% |
| 30D | -14.5% | -2.0% | -12.5% | -13.8% |
| 3M | +41.8% | -6.3% | +48.1% | +42.6% |
| 6M | +23.6% | +19.4% | +4.1% | +11.9% |
| YTD | +1.7% | +58.5% | -56.8% | -20.4% |
| 1Y | +12.6% | +33.9% | -21.3% | -4.9% |
| 3Y | +221.9% | +88.4% | +133.4% | +110.2% |
| 5Y | -28.1% | +39.5% | -67.6% | -52.3% |
| All | -46.7% | +67.5% | -114.1% | -64.7% |
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