-8.7%
COMP vs DVA
+64.3%
-73.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | 0.0% | -8.8% | +8.8% | +3.9% |
| 30D | +16.6% | -3.4% | +20.0% | +17.9% |
| 3M | -23.5% | -2.6% | -20.9% | -23.2% |
| 6M | +25.7% | -11.9% | +37.6% | +28.7% |
| YTD | -3.4% | +53.6% | -57.1% | -24.8% |
| 1Y | +7.6% | +41.9% | -34.3% | -13.0% |
| 3Y | +423.6% | +97.5% | +326.1% | +223.2% |
| All | -8.7% | +64.3% | -73.0% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling