-99.9%
DFNS vs DVA
+111.1%
-211.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.3% |
| 7D | -3.3% | -0.2% | -3.2% | -3.4% |
| 30D | -73.1% | +1.7% | -74.8% | -72.9% |
| 3M | -71.4% | -8.7% | -62.7% | -71.7% |
| 6M | -93.8% | +19.7% | -113.5% | -93.4% |
| YTD | -98.0% | +59.6% | -157.7% | -97.7% |
| 1Y | -98.2% | +37.1% | -135.3% | -97.9% |
| 3Y | -99.9% | +89.8% | -189.7% | -99.9% |
| 5Y | -99.9% | +47.4% | -147.2% | -99.8% |
| All | -99.9% | +111.1% | -211.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling