+66.4%
DOCN vs DVA
+81.7%
-15.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.1% | -17.0% | -16.0% |
| 7D | -29.3% | +0.8% | -30.1% | -29.4% |
| 30D | -46.0% | +8.0% | -54.0% | -46.8% |
| 3M | -43.2% | +3.2% | -46.4% | -43.7% |
| 6M | -53.7% | +24.1% | -77.8% | -56.6% |
| YTD | +46.9% | +71.5% | -24.6% | +27.6% |
| 1Y | +54.3% | +60.8% | -6.5% | +36.0% |
| 3Y | +185.5% | +145.2% | +40.3% | +128.9% |
| 5Y | -31.1% | +78.1% | -109.2% | -43.0% |
| All | +66.4% | +81.7% | -15.4% | +44.1% |
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 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