+1,255.7%
D vs DVA
+4,909.2%
-3,653.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.4% |
| 7D | -3.1% | -10.7% | +7.6% | -2.2% |
| 30D | +8.4% | -4.4% | +12.8% | +8.7% |
| 3M | +0.2% | -4.1% | +4.3% | +0.4% |
| 6M | +9.5% | -13.2% | +22.7% | +10.3% |
| YTD | +18.8% | +53.2% | -34.4% | +14.1% |
| 1Y | +14.7% | +40.8% | -26.1% | +10.8% |
| 3Y | +72.9% | +109.7% | -36.8% | +61.7% |
| 5Y | +13.1% | +64.5% | -51.4% | +6.3% |
| 10Y | +47.2% | +192.4% | -145.2% | +32.2% |
| All | +1,255.7% | +4,909.2% | -3,653.5% | +1,038.3% |
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