-38.7%
DOCS vs DVA
+57.7%
-96.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -0.8% | +2.1% | -2.8% | -1.2% |
| 30D | +17.4% | +8.2% | +9.2% | +15.3% |
| 3M | +57.4% | +5.9% | +51.4% | +55.1% |
| 6M | +26.5% | -1.3% | +27.9% | +26.1% |
| YTD | -26.6% | +68.4% | -95.0% | -35.7% |
| 1Y | -48.1% | +57.5% | -105.5% | -53.7% |
| 3Y | +52.6% | +142.3% | -89.7% | +18.3% |
| 5Y | -52.1% | +75.0% | -127.1% | -60.3% |
| All | -38.7% | +57.7% | -96.3% | -49.2% |
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