-15.6%
DECK vs DVA
+116.5%
-132.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.0% |
| 7D | -0.8% | -4.8% | +3.9% | +0.1% |
| 30D | +4.9% | +0.9% | +3.9% | +4.6% |
| 3M | -5.8% | +2.9% | -8.7% | -6.6% |
| 6M | -8.6% | -7.8% | -0.8% | -8.0% |
| YTD | -14.7% | +61.5% | -76.3% | -25.4% |
| 1Y | +6.9% | +50.1% | -43.2% | -4.5% |
| All | -15.6% | +116.5% | -132.1% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling