+6,036.8%
DRI vs DVA
+5,194.7%
+842.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +0.6% | +1.8% | -1.3% | +0.3% |
| 30D | +3.8% | -2.5% | +6.3% | +4.2% |
| 3M | +13.0% | -4.3% | +17.3% | +13.3% |
| 6M | +8.3% | +18.9% | -10.6% | +4.2% |
| YTD | +20.6% | +61.9% | -41.3% | +9.7% |
| 1Y | +6.5% | +35.7% | -29.3% | -0.4% |
| 3Y | +53.7% | +78.6% | -24.9% | +35.3% |
| 5Y | +72.7% | +39.2% | +33.5% | +55.3% |
| 10Y | +363.2% | +184.0% | +179.1% | +266.7% |
| All | +6,036.8% | +5,194.7% | +842.2% | +3,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling