+15,860.8%
COST vs DVA
+5,118.1%
+10,742.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.4% | +1.7% | -6.1% | -4.7% |
| 3M | -8.1% | -8.7% | +0.6% | -7.3% |
| 6M | -9.2% | +19.7% | -28.9% | -12.0% |
| YTD | +5.1% | +59.6% | -54.5% | -2.2% |
| 1Y | -5.1% | +37.1% | -42.2% | -10.1% |
| 3Y | +70.4% | +89.8% | -19.4% | +52.5% |
| 5Y | +104.7% | +47.4% | +57.3% | +86.0% |
| 10Y | +608.8% | +184.9% | +423.9% | +476.4% |
| All | +15,860.8% | +5,118.1% | +10,742.7% | +8,904.2% |
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