+32.0%
DRI vs DVA
+62.2%
-30.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.6% | +4.5% |
| 7D | +6.5% | +4.7% | +1.7% | +6.0% |
| 30D | +16.4% | +7.8% | +8.6% | +15.5% |
| 3M | +13.6% | -15.5% | +29.1% | +14.4% |
| 6M | +22.0% | +25.0% | -3.0% | +18.0% |
| YTD | +29.3% | +69.6% | -40.3% | +19.3% |
| 1Y | +32.0% | +60.6% | -28.6% | +25.1% |
| All | +32.0% | +62.2% | -30.1% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling