+319.5%
DRI vs DVA
+193.2%
+126.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.1% | -8.8% | +9.8% | +3.2% |
| 30D | +9.7% | -3.4% | +13.1% | +10.4% |
| 3M | +3.2% | -2.6% | +5.8% | +3.5% |
| 6M | +20.6% | -11.9% | +32.5% | +22.8% |
| YTD | +28.3% | +53.6% | -25.4% | +11.2% |
| 1Y | +34.5% | +41.9% | -7.3% | +19.2% |
| 3Y | +66.5% | +97.5% | -31.0% | +30.7% |
| 5Y | +79.6% | +65.0% | +14.7% | +42.4% |
| All | +319.5% | +193.2% | +126.3% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling