-8.4%
DPZ vs DVA
+79.7%
-88.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -2.5% | +1.8% | -4.4% | -2.7% |
| 30D | -7.0% | -2.5% | -4.5% | -6.7% |
| 3M | +11.6% | -4.3% | +15.9% | +11.8% |
| 6M | -15.2% | +18.9% | -34.0% | -17.3% |
| YTD | -17.2% | +61.9% | -79.2% | -23.2% |
| 1Y | -24.8% | +35.7% | -60.6% | -28.1% |
| All | -8.4% | +79.7% | -88.1% | -15.6% |
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