+1,129.1%
DIA vs DVA
+2,119.0%
-989.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.4% |
| 30D | -1.5% | -2.5% | +1.0% | -1.2% |
| 3M | +3.8% | -4.3% | +8.0% | +4.0% |
| 6M | +10.3% | +18.9% | -8.6% | +6.8% |
| YTD | +12.1% | +61.9% | -49.9% | +3.4% |
| 1Y | +18.6% | +35.7% | -17.1% | +12.1% |
| 3Y | +60.6% | +78.6% | -18.0% | +44.0% |
| 5Y | +64.4% | +39.2% | +25.2% | +49.8% |
| 10Y | +250.1% | +184.0% | +66.1% | +184.3% |
| All | +1,129.1% | +2,119.0% | -989.9% | +701.5% |
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