+96.7%
DGX vs DVA
+89.6%
+7.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +15.8% | -10.9% | +26.7% | +16.8% |
| 6M | +18.2% | +17.3% | +0.9% | +15.2% |
| YTD | +37.2% | +59.8% | -22.6% | +28.2% |
| 1Y | +30.4% | +36.3% | -5.9% | +24.7% |
| 3Y | +96.7% | +88.6% | +8.1% | +83.9% |
| All | +96.7% | +89.6% | +7.1% | +83.9% |
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