+6.5%
D vs DVA
+38.1%
-31.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +0.8% | +2.2% | -1.5% | +0.6% |
| 30D | -0.7% | -2.0% | +1.3% | -0.6% |
| 3M | +2.1% | -6.3% | +8.3% | +2.5% |
| 6M | +6.8% | +19.4% | -12.6% | +4.4% |
| YTD | +16.5% | +58.5% | -42.0% | +10.0% |
| 1Y | +19.2% | +33.9% | -14.7% | +14.5% |
| 3Y | +61.9% | +88.4% | -26.6% | +51.3% |
| 5Y | +6.5% | +39.5% | -33.0% | +1.5% |
| All | +6.5% | +38.1% | -31.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling