-100.0%
DFNS vs DVA
+103.2%
-203.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.4% |
| 7D | -6.0% | -8.8% | +2.8% | -8.5% |
| 30D | -71.2% | -3.4% | -67.8% | -71.4% |
| 3M | -94.5% | -2.6% | -92.0% | -94.5% |
| 6M | -96.5% | -11.9% | -84.7% | -96.6% |
| YTD | -99.6% | +53.6% | -153.3% | -99.6% |
| 1Y | -99.7% | +41.9% | -141.5% | -99.6% |
| 3Y | -100.0% | +97.5% | -197.5% | -100.0% |
| 5Y | -100.0% | +65.0% | -164.9% | -100.0% |
| All | -100.0% | +103.2% | -203.2% | -100.0% |
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 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