+219.5%
DOCN vs DVA
+118.6%
+100.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.0% | +11.1% | +8.4% |
| 7D | -12.8% | -0.1% | -12.7% | -12.9% |
| 30D | -41.9% | +3.5% | -45.4% | -42.3% |
| 3M | -36.9% | +1.0% | -37.9% | -37.3% |
| 6M | -52.2% | -6.6% | -45.6% | -52.5% |
| YTD | +62.7% | +63.3% | -0.6% | +41.3% |
| 1Y | +58.2% | +50.0% | +8.2% | +40.9% |
| 3Y | +219.5% | +120.1% | +99.4% | +151.5% |
| All | +219.5% | +118.6% | +100.8% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling