+3,617.4%
DLR vs DVA
+1,127.0%
+2,490.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | +3.4% | +2.2% | +1.2% | +2.9% |
| 30D | -2.2% | -2.0% | -0.2% | -1.8% |
| 3M | +4.7% | -6.3% | +11.0% | +5.4% |
| 6M | +9.0% | +19.4% | -10.4% | +2.5% |
| YTD | +24.1% | +58.5% | -34.3% | +7.5% |
| 1Y | +20.9% | +33.9% | -12.9% | +9.1% |
| 3Y | +60.0% | +88.4% | -28.4% | +26.3% |
| 5Y | +35.3% | +39.5% | -4.2% | +12.0% |
| 10Y | +165.8% | +179.5% | -13.7% | +60.6% |
| All | +3,617.4% | +1,127.0% | +2,490.4% | +1,292.2% |
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