-49.3%
COMP vs DVA
+78.0%
-127.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +11.5% |
| 7D | +13.4% | +2.1% | +11.4% | +12.4% |
| 30D | +11.1% | +8.2% | +2.9% | +7.2% |
| 3M | -18.8% | +5.9% | -24.8% | -21.2% |
| 6M | +10.5% | -1.3% | +11.8% | +7.8% |
| YTD | -3.4% | +68.4% | -71.8% | -26.7% |
| 1Y | +19.7% | +57.5% | -37.8% | -6.3% |
| 3Y | +381.6% | +142.3% | +239.3% | +178.3% |
| 5Y | -17.6% | +75.0% | -92.6% | -49.3% |
| All | -49.3% | +78.0% | -127.3% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling