+82.8%
DRI vs DVA
+64.3%
+18.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.1% | -8.8% | +9.8% | +2.5% |
| 30D | +9.7% | -3.4% | +13.1% | +10.2% |
| 3M | +3.2% | -2.6% | +5.8% | +3.4% |
| 6M | +20.6% | -11.9% | +32.5% | +21.9% |
| YTD | +28.3% | +53.6% | -25.4% | +16.6% |
| 1Y | +34.5% | +41.9% | -7.3% | +24.1% |
| 3Y | +66.5% | +97.5% | -31.0% | +42.7% |
| All | +82.8% | +64.3% | +18.5% | +60.6% |
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