+105.1%
DOCN vs DVA
+71.2%
+33.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +9.2% |
| 7D | +3.7% | -4.8% | +8.5% | +4.4% |
| 30D | -33.7% | +0.9% | -34.6% | -34.0% |
| 3M | -27.9% | +2.9% | -30.8% | -28.7% |
| 6M | -46.4% | -7.8% | -38.7% | -46.5% |
| YTD | +81.1% | +61.5% | +19.6% | +58.7% |
| 1Y | +74.3% | +50.1% | +24.2% | +55.4% |
| 3Y | +245.8% | +121.1% | +124.7% | +182.4% |
| 5Y | -23.7% | +72.9% | -96.6% | -35.8% |
| All | +105.1% | +71.2% | +33.9% | +79.2% |
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