+556.0%
DG vs DVA
+517.9%
+38.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.7% |
| 7D | -2.5% | +2.2% | -4.7% | -2.8% |
| 30D | +1.0% | -2.0% | +3.0% | +1.3% |
| 3M | +20.3% | -6.3% | +26.6% | +21.1% |
| 6M | -11.7% | +19.4% | -31.2% | -15.2% |
| YTD | -2.3% | +58.5% | -60.8% | -11.1% |
| 1Y | +20.0% | +33.9% | -13.9% | +12.3% |
| 3Y | +7.2% | +88.4% | -81.2% | -7.6% |
| 5Y | -37.9% | +39.5% | -77.4% | -44.5% |
| 10Y | +107.3% | +179.5% | -72.2% | +50.5% |
| All | +556.0% | +517.9% | +38.1% | +283.2% |
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