-23.6%
DOC vs DVA
+40.3%
-63.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -1.5% | +1.8% | -3.3% | -1.8% |
| 30D | -4.8% | -2.5% | -2.3% | -4.4% |
| 3M | +6.9% | -4.3% | +11.1% | +7.1% |
| 6M | +20.7% | +18.9% | +1.9% | +16.6% |
| YTD | +34.1% | +61.9% | -27.8% | +23.9% |
| 1Y | +22.6% | +35.7% | -13.1% | +16.3% |
| 3Y | +20.8% | +78.6% | -57.8% | +9.5% |
| All | -23.6% | +40.3% | -63.9% | -29.7% |
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