+877.2%
DECK vs DVA
+221.4%
+655.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +5.8% | +2.1% | +3.7% | +5.3% |
| 30D | +7.9% | +8.2% | -0.4% | +5.8% |
| 3M | -11.4% | +5.9% | -17.3% | -12.8% |
| 6M | -16.6% | -1.3% | -15.3% | -17.2% |
| YTD | -16.4% | +68.4% | -84.8% | -28.3% |
| 1Y | +8.6% | +57.5% | -48.8% | -5.3% |
| 3Y | -15.1% | +142.3% | -157.4% | -34.8% |
| 5Y | +22.9% | +75.0% | -52.1% | -0.3% |
| All | +877.2% | +221.4% | +655.8% | +525.9% |
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