-3.6%
DDOG vs DVA
+64.3%
-67.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +2.9% | -8.8% | +11.6% | +3.5% |
| 30D | -31.6% | -3.4% | -28.2% | -31.6% |
| 3M | -27.0% | -2.6% | -24.4% | -27.0% |
| 6M | -10.3% | -11.9% | +1.6% | -9.8% |
| YTD | +35.4% | +53.6% | -18.2% | +27.9% |
| 1Y | -1.0% | +41.9% | -42.8% | -5.3% |
| 3Y | +76.7% | +97.5% | -20.9% | +54.1% |
| All | -3.6% | +64.3% | -67.9% | -10.2% |
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