+608.6%
DG vs DVA
+529.7%
+78.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -3.0% | -4.8% | +1.8% | -2.2% |
| 30D | +8.6% | +0.9% | +7.7% | +8.4% |
| 3M | +15.0% | +2.9% | +12.1% | +14.3% |
| 6M | +32.7% | -7.8% | +40.4% | +33.7% |
| YTD | +5.5% | +61.5% | -56.0% | -4.4% |
| 1Y | +34.6% | +50.1% | -15.5% | +23.5% |
| 3Y | +24.2% | +121.1% | -96.9% | +4.4% |
| 5Y | -32.3% | +72.9% | -105.2% | -42.1% |
| 10Y | +111.1% | +208.2% | -97.2% | +49.5% |
| All | +608.6% | +529.7% | +78.9% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling