+8,180.2%
DE vs DVA
+5,081.6%
+3,098.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | +0.7% | +2.2% | -1.5% | +0.3% |
| 30D | +9.6% | -2.0% | +11.7% | +9.9% |
| 3M | +19.0% | -6.3% | +25.2% | +19.7% |
| 6M | +16.1% | +19.4% | -3.4% | +11.8% |
| YTD | +47.0% | +58.5% | -11.5% | +34.7% |
| 1Y | +43.1% | +33.9% | +9.3% | +34.6% |
| 3Y | +77.5% | +88.4% | -10.9% | +55.6% |
| 5Y | +96.4% | +39.5% | +56.9% | +77.0% |
| 10Y | +852.9% | +179.5% | +673.4% | +659.4% |
| All | +8,180.2% | +5,081.6% | +3,098.6% | +5,176.1% |
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 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