+591.6%
DG vs DVA
+499.0%
+92.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.3% | -8.8% | +9.1% | +1.8% |
| 30D | +3.2% | -3.4% | +6.6% | +3.8% |
| 3M | +10.4% | -2.6% | +13.0% | +10.7% |
| 6M | +33.2% | -11.9% | +45.0% | +35.2% |
| YTD | +3.0% | +53.6% | -50.7% | -6.0% |
| 1Y | +31.2% | +41.9% | -10.6% | +21.5% |
| 3Y | +21.8% | +97.5% | -75.7% | +4.4% |
| 5Y | -35.0% | +65.0% | -99.9% | -44.0% |
| 10Y | +106.0% | +193.2% | -87.2% | +47.1% |
| All | +591.6% | +499.0% | +92.6% | +305.6% |
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