+606.1%
COST vs DVA
+187.8%
+418.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -4.7% | 0.0% | -4.7% | -4.7% |
| 3M | -7.1% | -10.9% | +3.8% | -6.0% |
| 6M | -8.5% | +17.3% | -25.8% | -11.3% |
| YTD | +5.4% | +59.8% | -54.4% | -2.8% |
| 1Y | -5.6% | +36.3% | -41.9% | -10.9% |
| 3Y | +68.5% | +88.6% | -20.1% | +48.2% |
| 5Y | +105.2% | +47.5% | +57.7% | +85.4% |
| All | +606.1% | +187.8% | +418.3% | +454.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling