+1,266.8%
D vs DVA
+5,180.6%
-3,913.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.6% |
| 7D | -2.4% | -4.8% | +2.3% | -2.1% |
| 30D | +9.0% | +0.9% | +8.0% | +8.9% |
| 3M | +1.0% | +2.9% | -1.9% | +0.6% |
| 6M | +11.0% | -7.8% | +18.7% | +11.3% |
| YTD | +19.8% | +61.5% | -41.7% | +14.5% |
| 1Y | +16.0% | +50.1% | -34.1% | +11.5% |
| 3Y | +74.4% | +121.1% | -46.8% | +62.4% |
| 5Y | +13.5% | +72.9% | -59.4% | +6.3% |
| 10Y | +48.4% | +208.2% | -159.9% | +32.8% |
| All | +1,266.8% | +5,180.6% | -3,913.8% | +1,043.0% |
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 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