+319.1%
DELL vs DVA
+35.1%
+283.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +14.9% | +1.8% | +13.1% | +14.6% |
| 30D | +13.3% | -2.5% | +15.8% | +13.5% |
| 3M | +24.4% | -4.3% | +28.7% | +22.8% |
| 6M | +258.0% | +18.9% | +239.1% | +237.9% |
| YTD | +320.2% | +61.9% | +258.2% | +291.8% |
| 1Y | +319.1% | +35.7% | +283.3% | +294.3% |
| All | +319.1% | +35.1% | +283.9% | +294.3% |
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