-27.5%
DPZ vs DVA
+75.9%
-103.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | +6.6% | +2.1% | +4.5% | +6.3% |
| 30D | +10.3% | +8.2% | +2.0% | +9.1% |
| 3M | -6.2% | +5.9% | -12.1% | -7.0% |
| 6M | +4.2% | -1.3% | +5.5% | +3.8% |
| YTD | -18.4% | +68.4% | -86.8% | -25.5% |
| 1Y | -14.9% | +57.5% | -72.4% | -21.5% |
| 3Y | -4.6% | +142.3% | -146.9% | -18.0% |
| All | -27.5% | +75.9% | -103.4% | -35.6% |
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 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