-34.9%
DOCS vs DVA
+42.7%
-77.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.1% | +0.4% |
| 7D | +0.1% | -10.7% | +10.7% | +1.0% |
| 30D | +8.7% | -4.4% | +13.1% | +9.0% |
| 3M | +32.9% | -4.1% | +36.9% | +33.1% |
| 6M | +25.5% | -13.2% | +38.7% | +26.3% |
| YTD | -25.0% | +53.2% | -78.2% | -20.0% |
| 1Y | -34.9% | +40.8% | -75.7% | -23.9% |
| All | -34.9% | +42.7% | -77.5% | -23.9% |
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 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