+8.6%
DECK vs DVA
+58.2%
-49.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +5.8% | +2.1% | +3.7% | +5.4% |
| 30D | +7.9% | +8.2% | -0.4% | +6.8% |
| 3M | -11.4% | +5.9% | -17.3% | -12.2% |
| 6M | -16.6% | -1.3% | -15.3% | -16.9% |
| YTD | -16.4% | +68.4% | -84.8% | -21.0% |
| 1Y | +8.6% | +57.5% | -48.8% | +8.1% |
| All | +8.6% | +58.2% | -49.5% | +8.1% |
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 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