+636.7%
DELL vs DVA
+89.4%
+547.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +14.9% | +1.7% | +13.2% | +14.7% |
| 3M | +37.2% | -8.7% | +45.9% | +37.2% |
| 6M | +254.0% | +19.7% | +234.3% | +241.2% |
| YTD | +306.1% | +59.6% | +246.5% | +281.4% |
| 1Y | +312.3% | +37.1% | +275.2% | +292.5% |
| All | +636.7% | +89.4% | +547.3% | +591.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling