+8.8%
COMP vs DVA
+52.1%
-43.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.1% |
| 7D | +2.2% | -4.8% | +6.9% | +3.2% |
| 30D | +16.3% | +0.9% | +15.4% | +15.8% |
| 3M | -19.1% | +2.9% | -22.0% | -20.0% |
| 6M | +17.1% | -7.8% | +24.9% | +15.5% |
| YTD | -2.9% | +61.5% | -64.5% | -9.7% |
| 1Y | +8.8% | +50.1% | -41.3% | +5.3% |
| All | +8.8% | +52.1% | -43.3% | +5.3% |
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