+26,633.0%
DECK vs DVA
+5,444.2%
+21,188.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.2% | +5.2% |
| 7D | +10.4% | +4.7% | +5.6% | +9.7% |
| 30D | +11.1% | +7.8% | +3.3% | +10.0% |
| 3M | -10.8% | -15.5% | +4.7% | -9.2% |
| 6M | -8.7% | +25.0% | -33.8% | -11.9% |
| YTD | -14.0% | +69.6% | -83.6% | -20.7% |
| 1Y | +12.0% | +60.6% | -48.6% | +4.1% |
| 3Y | -10.5% | +142.5% | -152.9% | -21.4% |
| 5Y | +28.5% | +84.8% | -56.3% | +14.9% |
| 10Y | +923.3% | +228.6% | +694.7% | +747.2% |
| All | +26,633.0% | +5,444.2% | +21,188.9% | +17,910.5% |
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