-20.0%
DASH vs DVA
+31.4%
-51.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -5.6% |
| 7D | -11.2% | +2.2% | -13.4% | -10.9% |
| 30D | -7.3% | -2.0% | -5.3% | -7.6% |
| 3M | +31.4% | -6.3% | +37.7% | +30.9% |
| 6M | +11.9% | +19.4% | -7.6% | +16.8% |
| YTD | -11.5% | +58.5% | -70.0% | -4.0% |
| 1Y | -20.0% | +33.9% | -53.9% | -12.6% |
| All | -20.0% | +31.4% | -51.5% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling