+25,643.0%
DECK vs DVA
+5,194.7%
+20,448.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -2.2% | +1.8% | -4.1% | -2.5% |
| 30D | -13.6% | -2.5% | -11.1% | -13.3% |
| 3M | -21.2% | -4.3% | -17.0% | -21.0% |
| 6M | -21.1% | +18.9% | -40.0% | -23.3% |
| YTD | -17.2% | +61.9% | -79.2% | -23.1% |
| 1Y | -30.7% | +35.7% | -66.5% | -34.2% |
| 3Y | -3.4% | +78.6% | -82.0% | -12.1% |
| 5Y | +25.5% | +39.2% | -13.7% | +16.1% |
| 10Y | +714.7% | +184.0% | +530.6% | +585.5% |
| All | +25,643.0% | +5,194.7% | +20,448.3% | +17,367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling