+70.5%
DOCN vs DVA
+78.5%
-8.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.8% |
| 7D | -19.2% | +2.1% | -21.2% | -19.5% |
| 30D | -43.1% | +8.2% | -51.3% | -44.0% |
| 3M | -40.7% | +5.9% | -46.6% | -41.6% |
| 6M | -55.0% | -1.3% | -53.7% | -55.6% |
| YTD | +50.6% | +68.4% | -17.8% | +31.2% |
| 1Y | +54.0% | +57.5% | -3.5% | +36.1% |
| 3Y | +203.9% | +142.3% | +61.6% | +144.0% |
| 5Y | -29.4% | +75.0% | -104.3% | -41.4% |
| All | +70.5% | +78.5% | -8.0% | +48.1% |
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