-21.4%
DOC vs DVA
+83.2%
-104.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.6% | +2.2% |
| 7D | +8.7% | +4.7% | +4.0% | +7.9% |
| 30D | +7.6% | +7.8% | -0.2% | +6.2% |
| 3M | -5.3% | -15.5% | +10.2% | -3.1% |
| 6M | +27.6% | +25.0% | +2.6% | +22.1% |
| YTD | +32.4% | +69.6% | -37.2% | +21.2% |
| 1Y | +22.9% | +60.6% | -37.7% | +13.4% |
| 3Y | +43.1% | +142.5% | -99.4% | +25.0% |
| 5Y | -21.4% | +84.8% | -106.2% | -30.5% |
| All | -21.4% | +83.2% | -104.5% | -30.5% |
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