-5.7%
DT vs DVA
+62.2%
-67.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | +0.7% |
| 7D | -25.5% | +4.7% | -30.3% | -24.8% |
| 30D | -22.3% | +7.8% | -30.1% | -20.9% |
| 3M | +2.3% | -15.5% | +17.8% | -1.6% |
| 6M | +20.7% | +25.0% | -4.3% | +27.2% |
| YTD | +7.9% | +69.6% | -61.6% | +25.3% |
| 1Y | -5.7% | +60.6% | -66.3% | +11.6% |
| All | -5.7% | +62.2% | -67.9% | +11.6% |
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 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