+891.7%
DD vs DVA
+4,923.3%
-4,031.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.0% |
| 3M | +7.2% | -2.6% | +9.8% | +7.2% |
| 6M | +1.0% | -11.9% | +12.9% | +2.1% |
| YTD | +29.1% | +53.6% | -24.6% | +18.0% |
| 1Y | +28.5% | +41.9% | -13.4% | +19.0% |
| 3Y | +89.4% | +97.5% | -8.1% | +64.9% |
| 5Y | +67.1% | +65.0% | +2.2% | +46.4% |
| 10Y | +97.5% | +193.2% | -95.7% | +56.3% |
| All | +891.7% | +4,923.3% | -4,031.6% | +566.7% |
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