+0.2%
DECK vs DVA
+42.7%
-42.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.1% | +0.8% | -3.7% |
| 7D | -3.7% | -10.7% | +7.0% | -2.3% |
| 30D | +0.6% | -4.4% | +5.0% | +1.1% |
| 3M | -7.3% | -4.1% | -3.2% | -7.0% |
| 6M | -10.9% | -13.2% | +2.3% | -9.9% |
| YTD | -18.5% | +53.2% | -71.7% | -21.4% |
| 1Y | +0.2% | +40.8% | -40.7% | +1.6% |
| All | +0.2% | +42.7% | -42.5% | +1.6% |
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