+2,379.1%
DOV vs DVA
+5,194.7%
-2,815.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.8% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | -8.1% | -2.5% | -5.6% | -7.8% |
| 3M | -9.4% | -4.3% | -5.1% | -9.2% |
| 6M | -12.6% | +18.9% | -31.5% | -15.5% |
| YTD | -0.5% | +61.9% | -62.4% | -8.5% |
| 1Y | +9.2% | +35.7% | -26.5% | +3.0% |
| 3Y | +34.1% | +78.6% | -44.5% | +19.9% |
| 5Y | +17.3% | +39.2% | -21.9% | +6.6% |
| 10Y | +284.9% | +184.0% | +100.9% | +213.1% |
| All | +2,379.1% | +5,194.7% | -2,815.6% | +1,546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling