+1.3%
DRI vs DVA
+33.5%
-32.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -5.2% | +1.7% | -6.9% | -5.3% |
| 3M | +2.7% | -8.7% | +11.4% | +2.7% |
| 6M | +3.6% | +19.7% | -16.0% | +0.6% |
| YTD | +15.4% | +59.6% | -44.2% | +6.5% |
| 1Y | +1.3% | +37.1% | -35.8% | -6.8% |
| All | +1.3% | +33.5% | -32.3% | -6.8% |
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