+92.1%
DOCU vs DVA
+139.6%
-47.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | -5.5% | +2.1% | -7.6% | -5.5% |
| 30D | +12.6% | +8.2% | +4.4% | +12.7% |
| 3M | +36.4% | +5.9% | +30.5% | +36.5% |
| 6M | +66.8% | -1.3% | +68.1% | +67.1% |
| YTD | +13.5% | +68.4% | -55.0% | +12.4% |
| 1Y | +11.3% | +57.5% | -46.2% | +11.6% |
| 3Y | +92.1% | +142.3% | -50.3% | +79.8% |
| All | +92.1% | +139.6% | -47.6% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling