+71.3%
DD vs DVA
+64.3%
+7.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +5.0% | -8.8% | +13.7% | +6.4% |
| 30D | +19.7% | -3.4% | +23.1% | +19.9% |
| 3M | +7.2% | -2.6% | +9.8% | +7.1% |
| 6M | +1.0% | -11.9% | +12.9% | +1.9% |
| YTD | +29.1% | +53.6% | -24.6% | +15.3% |
| 1Y | +28.5% | +41.9% | -13.4% | +16.6% |
| 3Y | +89.4% | +97.5% | -8.1% | +61.0% |
| All | +71.3% | +64.3% | +7.0% | +51.9% |
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