-38.8%
DOCS vs DVA
+47.7%
-86.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | +6.3% | 0.0% | +6.3% | +6.1% |
| 3M | +26.5% | -2.4% | +28.9% | +26.7% |
| 6M | +24.8% | -9.8% | +34.5% | +26.6% |
| YTD | -26.8% | +57.8% | -84.6% | -35.0% |
| 1Y | -38.3% | +49.2% | -87.5% | -44.4% |
| 3Y | +36.0% | +116.0% | -80.0% | +8.4% |
| 5Y | -55.0% | +68.5% | -123.5% | -62.1% |
| All | -38.8% | +47.7% | -86.5% | -48.6% |
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