+741.1%
DECK vs DVA
+187.4%
+553.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | -2.2% | +1.8% | -4.1% | -2.6% |
| 30D | -13.6% | -2.5% | -11.1% | -13.1% |
| 3M | -21.2% | -4.3% | -17.0% | -20.9% |
| 6M | -21.1% | +18.9% | -40.0% | -25.4% |
| YTD | -17.2% | +61.9% | -79.2% | -28.2% |
| 1Y | -30.7% | +35.7% | -66.5% | -37.2% |
| 3Y | -3.4% | +78.6% | -82.0% | -20.0% |
| 5Y | +25.5% | +39.2% | -13.7% | +8.4% |
| All | +741.1% | +187.4% | +553.7% | +519.3% |
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