+317.4%
DINO vs DVA
+46.8%
+270.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +22.6% | 0.0% | +22.6% | +22.6% |
| 3M | +55.2% | -10.9% | +66.2% | +57.8% |
| 6M | +93.8% | +17.3% | +76.5% | +88.0% |
| YTD | +139.5% | +59.8% | +79.7% | +119.1% |
| 1Y | +115.3% | +36.3% | +79.1% | +102.0% |
| 3Y | +98.8% | +88.6% | +10.2% | +75.0% |
| All | +317.4% | +46.8% | +270.6% | +286.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling