+27.5%
DECK vs DVA
+67.5%
-40.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | +6.8% | -1.6% | +8.4% | +7.1% |
| 30D | +8.3% | 0.0% | +8.3% | +8.2% |
| 3M | -7.9% | -2.4% | -5.5% | -7.7% |
| 6M | -10.6% | -9.8% | -0.8% | -9.5% |
| YTD | -13.4% | +57.8% | -71.2% | -23.5% |
| 1Y | +12.5% | +49.2% | -36.7% | +0.6% |
| 3Y | -14.9% | +116.0% | -130.9% | -30.4% |
| 5Y | +27.5% | +68.5% | -41.0% | +17.2% |
| All | +27.5% | +67.5% | -40.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling