+116.4%
DOCN vs DVA
+62.2%
+54.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.8% | -12.9% | -6.9% |
| 7D | -20.0% | +4.7% | -24.8% | -19.8% |
| 30D | -38.8% | +7.8% | -46.6% | -38.5% |
| 3M | -34.8% | -15.5% | -19.3% | -34.6% |
| 6M | -22.8% | +25.0% | -47.8% | -23.8% |
| YTD | +74.6% | +69.6% | +5.0% | +76.7% |
| 1Y | +116.4% | +60.6% | +55.8% | +122.4% |
| All | +116.4% | +62.2% | +54.3% | +122.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling