+66.9%
DD vs DVA
+187.8%
-120.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | -11.7% | 0.0% | -11.7% | -11.7% |
| 3M | -9.2% | -10.9% | +1.7% | -7.5% |
| 6M | -7.2% | +17.3% | -24.5% | -12.9% |
| YTD | +6.6% | +59.8% | -53.2% | -9.1% |
| 1Y | +32.0% | +36.3% | -4.3% | +17.7% |
| 3Y | +42.1% | +88.6% | -46.5% | +12.1% |
| 5Y | +58.1% | +47.5% | +10.5% | +30.6% |
| All | +66.9% | +187.8% | -120.9% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling