+143.3%
DELL vs DVA
+62.2%
+81.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.8% | -14.6% | -9.1% |
| 7D | -24.6% | +4.7% | -29.3% | -24.7% |
| 30D | -32.5% | +7.8% | -40.3% | -32.8% |
| 3M | -20.2% | -15.5% | -4.7% | -19.4% |
| 6M | +76.5% | +25.0% | +51.4% | +65.4% |
| YTD | +198.9% | +69.6% | +129.3% | +174.6% |
| 1Y | +143.3% | +60.6% | +82.7% | +129.0% |
| All | +143.3% | +62.2% | +81.2% | +129.0% |
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 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