-99.9%
DFNS vs DVA
+41.6%
-141.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -4.1% |
| 7D | +4.6% | +2.0% | +2.6% | +5.3% |
| 30D | -73.9% | -0.4% | -73.5% | -73.8% |
| 3M | -71.7% | -7.7% | -64.0% | -72.0% |
| 6M | -94.6% | +20.0% | -114.5% | -94.1% |
| YTD | -98.1% | +61.1% | -159.2% | -97.7% |
| 1Y | -98.3% | +33.9% | -132.2% | -98.1% |
| 3Y | -99.9% | +91.5% | -191.4% | -99.9% |
| 5Y | -99.9% | +41.8% | -141.6% | -99.8% |
| All | -99.9% | +41.6% | -141.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling