+87.1%
DOCN vs DVA
+67.2%
+19.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +4.9% | +2.1% |
| 7D | -12.1% | -1.6% | -10.5% | -12.1% |
| 30D | -41.0% | 0.0% | -41.0% | -41.3% |
| 3M | -38.7% | -2.4% | -36.3% | -38.8% |
| 6M | -51.5% | -9.8% | -41.7% | -51.4% |
| YTD | +65.3% | +57.8% | +7.5% | +45.3% |
| 1Y | +53.9% | +49.2% | +4.7% | +37.0% |
| 3Y | +215.6% | +116.0% | +99.5% | +158.6% |
| 5Y | -26.2% | +68.5% | -94.7% | -37.7% |
| All | +87.1% | +67.2% | +19.9% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling