+12.5%
DECK vs DVA
+47.6%
-35.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +6.8% | -1.6% | +8.4% | +6.9% |
| 30D | +8.3% | 0.0% | +8.3% | +8.3% |
| 3M | -7.9% | -2.4% | -5.5% | -7.8% |
| 6M | -10.6% | -9.8% | -0.8% | -10.0% |
| YTD | -13.4% | +57.8% | -71.2% | -17.0% |
| 1Y | +12.5% | +49.2% | -36.7% | +12.1% |
| All | +12.5% | +47.6% | -35.1% | +12.1% |
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