+61.7%
DDOG vs DVA
+40.8%
+20.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | -10.2% | +1.7% | -11.8% | -10.3% |
| 3M | -2.6% | -8.7% | +6.1% | -2.0% |
| 6M | +80.1% | +19.7% | +60.5% | +76.9% |
| YTD | +63.0% | +59.6% | +3.4% | +54.2% |
| 1Y | +59.4% | +37.1% | +22.3% | +54.0% |
| 3Y | +127.0% | +89.8% | +37.3% | +101.1% |
| 5Y | +61.7% | +47.4% | +14.3% | +41.1% |
| All | +61.7% | +40.8% | +20.8% | +41.1% |
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 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