-57.0%
DOCS vs DVA
+70.6%
-127.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.8% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +7.8% | +3.5% | +4.3% | +6.7% |
| 3M | +20.0% | +1.0% | +19.0% | +19.2% |
| 6M | +26.5% | -6.6% | +33.1% | +27.6% |
| YTD | -25.8% | +63.3% | -89.1% | -35.4% |
| 1Y | -39.5% | +50.0% | -89.5% | -46.0% |
| 3Y | +60.3% | +120.1% | -59.7% | +23.2% |
| 5Y | -57.0% | +73.7% | -130.7% | -63.1% |
| All | -57.0% | +70.6% | -127.6% | -63.1% |
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