-37.1%
DOCS vs DVA
+43.8%
-80.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.6% | -8.8% | +11.3% | +4.5% |
| 30D | +11.4% | -3.4% | +14.8% | +12.0% |
| 3M | +25.4% | -2.6% | +28.0% | +25.6% |
| 6M | +42.5% | -11.9% | +54.4% | +45.3% |
| YTD | -24.7% | +53.6% | -78.4% | -32.8% |
| 1Y | -32.9% | +41.9% | -74.8% | -38.9% |
| 3Y | +39.6% | +97.5% | -57.9% | +13.8% |
| 5Y | -54.6% | +65.0% | -119.6% | -61.5% |
| All | -37.1% | +43.8% | -80.9% | -46.9% |
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