-99.9%
DFNS vs DVA
+88.1%
-187.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -1.9% |
| 7D | +0.8% | +2.2% | -1.4% | +2.0% |
| 30D | -73.2% | -2.0% | -71.2% | -73.3% |
| 3M | -72.4% | -6.3% | -66.2% | -72.7% |
| 6M | -95.2% | +19.4% | -114.7% | -94.5% |
| YTD | -98.0% | +58.5% | -156.5% | -97.2% |
| 1Y | -98.3% | +33.9% | -132.1% | -97.8% |
| All | -99.9% | +88.1% | -187.9% | -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 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