+22.8%
COMP vs DVA
+52.7%
-30.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.4% |
| 7D | +14.5% | -0.1% | +14.7% | +14.4% |
| 30D | +14.9% | +3.5% | +11.4% | +13.6% |
| 3M | -14.2% | +1.0% | -15.2% | -14.9% |
| 6M | +23.7% | -6.6% | +30.3% | +21.5% |
| YTD | +2.1% | +63.3% | -61.2% | -5.5% |
| All | +22.8% | +52.7% | -30.0% | +18.7% |
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 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