+12.6%
COMP vs DVA
+31.4%
-18.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | +4.1% | +2.2% | +1.8% | +3.5% |
| 30D | -14.5% | -2.0% | -12.5% | -14.1% |
| 3M | +41.8% | -6.3% | +48.1% | +39.7% |
| 6M | +23.6% | +19.4% | +4.1% | +14.3% |
| YTD | +1.7% | +58.5% | -56.8% | -6.4% |
| 1Y | +12.6% | +33.9% | -21.3% | +3.6% |
| All | +12.6% | +31.4% | -18.9% | +3.6% |
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