+746.9%
DD vs DVA
+5,081.6%
-4,334.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | -7.4% | -2.0% | -5.4% | -7.2% |
| 3M | -6.4% | -6.3% | -0.2% | -6.0% |
| 6M | -2.5% | +19.4% | -21.9% | -6.2% |
| YTD | +10.2% | +58.5% | -48.2% | +0.6% |
| 1Y | +36.9% | +33.9% | +3.1% | +28.5% |
| 3Y | +47.0% | +88.4% | -41.4% | +28.7% |
| 5Y | +63.1% | +39.5% | +23.6% | +47.1% |
| 10Y | +68.2% | +179.5% | -111.3% | +34.2% |
| All | +746.9% | +5,081.6% | -4,334.7% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling