-29.9%
COMP vs DVA
+40.3%
-70.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | 0.0% |
| 7D | +1.4% | +1.8% | -0.5% | +0.6% |
| 30D | -13.3% | -2.5% | -10.8% | -12.5% |
| 3M | +41.1% | -4.3% | +45.4% | +40.6% |
| 6M | +17.2% | +18.9% | -1.7% | +6.0% |
| YTD | +5.2% | +61.9% | -56.7% | -18.9% |
| 1Y | +18.9% | +35.7% | -16.8% | -0.5% |
| 3Y | +215.9% | +78.6% | +137.3% | +109.9% |
| All | -29.9% | +40.3% | -70.2% | -50.9% |
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