-47.3%
DOCS vs DVA
+62.2%
-109.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.8% | +0.6% | +5.9% |
| 7D | +1.2% | +4.7% | -3.5% | +0.9% |
| 30D | +21.3% | +7.8% | +13.5% | +20.5% |
| 3M | +58.4% | -15.5% | +73.9% | +59.0% |
| 6M | +39.3% | +25.0% | +14.3% | +40.4% |
| YTD | -21.7% | +69.6% | -91.3% | -17.6% |
| 1Y | -47.3% | +60.6% | -107.9% | -43.2% |
| All | -47.3% | +62.2% | -109.5% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling