+43.2%
DD vs DVA
+91.2%
-48.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.8% |
| 7D | -3.8% | +2.0% | -5.8% | -4.1% |
| 30D | -9.2% | -0.4% | -8.9% | -9.2% |
| 3M | -9.0% | -7.7% | -1.3% | -8.7% |
| 6M | -5.0% | +20.0% | -24.9% | -9.4% |
| YTD | +7.4% | +61.1% | -53.7% | -3.8% |
| 1Y | +35.1% | +33.9% | +1.2% | +25.5% |
| All | +43.2% | +91.2% | -48.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling