-49.1%
COMP vs DVA
+70.7%
-119.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | +2.2% | -4.8% | +6.9% | +4.1% |
| 30D | +16.3% | +0.9% | +15.4% | +15.6% |
| 3M | -19.1% | +2.9% | -22.0% | -20.6% |
| 6M | +17.1% | -7.8% | +24.9% | +17.7% |
| YTD | -2.9% | +61.5% | -64.5% | -25.1% |
| 1Y | +8.8% | +50.1% | -41.3% | -13.1% |
| 3Y | +423.5% | +121.1% | +302.4% | +216.8% |
| 5Y | -10.5% | +72.9% | -83.4% | -44.3% |
| All | -49.1% | +70.7% | -119.8% | -66.8% |
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