+47.9%
DE vs DVA
+35.1%
+12.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +10.0% | +1.8% | +8.2% | +9.8% |
| 30D | +13.3% | -2.5% | +15.8% | +13.6% |
| 3M | +17.5% | -4.3% | +21.8% | +17.2% |
| 6M | +13.6% | +18.9% | -5.3% | +8.8% |
| YTD | +49.8% | +61.9% | -12.2% | +36.2% |
| 1Y | +47.9% | +35.7% | +12.1% | +36.2% |
| All | +47.9% | +35.1% | +12.7% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling