+21,839.3%
DINO vs DVA
+5,081.6%
+16,757.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.1% |
| 7D | +4.2% | +2.2% | +1.9% | +3.8% |
| 30D | +33.9% | -2.0% | +35.9% | +34.3% |
| 3M | +50.5% | -6.3% | +56.8% | +51.8% |
| 6M | +95.2% | +19.4% | +75.7% | +87.0% |
| YTD | +140.6% | +58.5% | +82.1% | +118.0% |
| 1Y | +119.0% | +33.9% | +85.1% | +104.3% |
| 3Y | +100.4% | +88.4% | +11.9% | +72.7% |
| 5Y | +324.6% | +39.5% | +285.1% | +277.3% |
| 10Y | +485.3% | +179.5% | +305.8% | +354.0% |
| All | +21,839.3% | +5,081.6% | +16,757.7% | +14,135.6% |
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 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