+35.5%
D vs DVA
+187.5%
-152.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -3.5% | +1.7% | -5.2% | -3.8% |
| 3M | -1.6% | -8.7% | +7.1% | -0.6% |
| 6M | +5.8% | +19.7% | -13.9% | +1.6% |
| YTD | +14.5% | +59.6% | -45.1% | +4.1% |
| 1Y | +14.2% | +37.1% | -22.9% | +6.5% |
| 3Y | +59.0% | +89.8% | -30.8% | +38.2% |
| 5Y | +5.4% | +47.4% | -42.0% | -6.0% |
| All | +35.5% | +187.5% | -152.0% | +4.9% |
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 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