+1,107.0%
DIA vs DVA
+2,005.2%
-898.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.1% | -8.8% | +10.9% | +3.4% |
| 30D | +1.5% | -3.4% | +4.9% | +1.8% |
| 3M | -2.4% | -2.6% | +0.2% | -2.3% |
| 6M | +6.0% | -11.9% | +17.8% | +7.1% |
| YTD | +10.1% | +53.6% | -43.6% | +2.1% |
| 1Y | +11.8% | +41.9% | -30.1% | +4.8% |
| 3Y | +59.7% | +97.5% | -37.8% | +41.5% |
| 5Y | +57.9% | +65.0% | -7.1% | +40.2% |
| 10Y | +236.2% | +193.2% | +43.0% | +171.8% |
| All | +1,107.0% | +2,005.2% | -898.3% | +690.8% |
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 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