+1,222.2%
D vs DVA
+5,194.7%
-3,972.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.5% | +1.8% | -0.4% | +1.3% |
| 30D | -2.6% | -2.5% | -0.1% | -2.4% |
| 3M | 0.0% | -4.3% | +4.3% | +0.2% |
| 6M | +7.4% | +18.9% | -11.5% | +5.4% |
| YTD | +15.9% | +61.9% | -46.1% | +10.9% |
| 1Y | +18.1% | +35.7% | -17.6% | +14.5% |
| 3Y | +58.4% | +78.6% | -20.3% | +49.6% |
| 5Y | +5.2% | +39.2% | -34.0% | +0.1% |
| 10Y | +35.9% | +184.0% | -148.2% | +22.2% |
| All | +1,222.2% | +5,194.7% | -3,972.5% | +1,006.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling