-54.2%
DOCS vs DVA
+75.9%
-130.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -0.8% | +2.1% | -2.8% | -1.2% |
| 30D | +17.4% | +8.2% | +9.2% | +15.2% |
| 3M | +57.4% | +5.9% | +51.4% | +54.9% |
| 6M | +26.5% | -1.3% | +27.9% | +26.1% |
| YTD | -26.6% | +68.4% | -95.0% | -36.4% |
| 1Y | -48.1% | +57.5% | -105.5% | -54.2% |
| 3Y | +52.6% | +142.3% | -89.7% | +14.7% |
| All | -54.2% | +75.9% | -130.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling