+98.6%
DINO vs DVA
+89.4%
+9.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +25.9% | +1.7% | +24.2% | +25.6% |
| 3M | +53.2% | -8.7% | +61.8% | +55.2% |
| 6M | +105.5% | +19.7% | +85.8% | +99.9% |
| YTD | +139.2% | +59.6% | +79.6% | +120.0% |
| 1Y | +117.4% | +37.1% | +80.3% | +104.6% |
| All | +98.6% | +89.4% | +9.2% | +80.6% |
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 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