+11.2%
DBX vs DVA
+40.8%
-29.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +2.8% | +1.7% | +1.2% | +2.7% |
| 3M | +26.8% | -8.7% | +35.4% | +27.4% |
| 6M | +32.8% | +19.7% | +13.1% | +29.3% |
| YTD | +26.1% | +59.6% | -33.5% | +17.5% |
| 1Y | +14.1% | +37.1% | -23.0% | +8.8% |
| 3Y | +25.7% | +89.8% | -64.1% | +13.0% |
| 5Y | +11.2% | +47.4% | -36.2% | +2.0% |
| All | +11.2% | +40.8% | -29.7% | +2.0% |
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 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