-12.1%
DOW vs DVA
+236.5%
-248.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -3.9% | 0.0% | -4.0% | -4.1% |
| 3M | -12.7% | -10.9% | -1.7% | -10.6% |
| 6M | -13.7% | +17.3% | -31.0% | -20.1% |
| YTD | +28.4% | +59.8% | -31.4% | +5.7% |
| 1Y | +21.8% | +36.3% | -14.5% | +5.9% |
| 3Y | -35.7% | +88.6% | -124.3% | -51.3% |
| 5Y | -36.8% | +47.5% | -84.4% | -49.2% |
| All | -12.1% | +236.5% | -248.5% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling