+851.5%
DE vs DVA
+187.8%
+663.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.6% | -1.3% | -1.2% | -2.3% |
| 30D | +9.0% | 0.0% | +9.0% | +9.0% |
| 3M | +19.1% | -10.9% | +30.1% | +21.5% |
| 6M | +14.4% | +17.3% | -2.9% | +8.2% |
| YTD | +45.9% | +59.8% | -13.9% | +26.7% |
| 1Y | +43.6% | +36.3% | +7.3% | +29.7% |
| 3Y | +75.9% | +88.6% | -12.7% | +41.4% |
| 5Y | +98.8% | +47.5% | +51.2% | +66.6% |
| All | +851.5% | +187.8% | +663.7% | +540.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling