-10.4%
DOW vs DVA
+233.7%
-244.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.1% |
| 7D | -2.9% | +2.2% | -5.1% | -3.6% |
| 30D | +2.0% | -2.0% | +4.0% | +2.4% |
| 3M | -12.5% | -6.3% | -6.3% | -11.9% |
| 6M | -9.2% | +19.4% | -28.6% | -16.5% |
| YTD | +30.8% | +58.5% | -27.7% | +7.9% |
| 1Y | +29.4% | +33.9% | -4.5% | +13.2% |
| 3Y | -34.6% | +88.4% | -123.0% | -50.5% |
| 5Y | -35.9% | +39.5% | -75.5% | -47.2% |
| All | -10.4% | +233.7% | -244.1% | -50.3% |
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