-35.5%
DOW vs DVA
+40.8%
-76.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -4.1% | +1.7% | -5.8% | -4.5% |
| 3M | -12.4% | -8.7% | -3.8% | -11.4% |
| 6M | -10.6% | +19.7% | -30.3% | -15.6% |
| YTD | +31.1% | +59.6% | -28.5% | +14.1% |
| 1Y | +30.5% | +37.1% | -6.6% | +18.0% |
| 3Y | -34.4% | +89.8% | -124.2% | -44.8% |
| 5Y | -35.5% | +47.4% | -82.9% | -41.8% |
| All | -35.5% | +40.8% | -76.3% | -41.8% |
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 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