-51.1%
DOCS vs DVA
+85.9%
-137.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.5% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | +19.4% | +8.0% | +11.4% | +17.2% |
| 3M | +53.4% | +3.2% | +50.1% | +51.9% |
| 6M | +28.8% | +24.1% | +4.7% | +21.5% |
| YTD | -25.1% | +71.5% | -96.5% | -35.4% |
| 1Y | -48.1% | +60.8% | -108.9% | -54.5% |
| 3Y | +51.4% | +145.2% | -93.8% | +13.5% |
| 5Y | -51.1% | +78.1% | -129.2% | -58.7% |
| All | -51.1% | +85.9% | -137.0% | -58.7% |
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