+833.0%
DOC vs DVA
+5,194.7%
-4,361.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -1.5% | +1.8% | -3.3% | -1.7% |
| 30D | -4.8% | -2.5% | -2.3% | -4.4% |
| 3M | +6.9% | -4.3% | +11.1% | +7.2% |
| 6M | +20.7% | +18.9% | +1.9% | +17.4% |
| YTD | +34.1% | +61.9% | -27.8% | +24.2% |
| 1Y | +22.6% | +35.7% | -13.1% | +16.3% |
| 3Y | +20.8% | +78.6% | -57.8% | +8.9% |
| 5Y | -24.9% | +39.2% | -64.1% | -31.2% |
| 10Y | -1.8% | +184.0% | -185.8% | -19.6% |
| All | +833.0% | +5,194.7% | -4,361.6% | +535.4% |
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