+114.1%
DT vs DVA
+203.3%
-89.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | +3.0% | 0.0% | +3.0% | +3.0% |
| 3M | +26.5% | -10.9% | +37.4% | +27.3% |
| 6M | +35.9% | +17.3% | +18.7% | +30.5% |
| YTD | +17.8% | +59.8% | -42.0% | +5.9% |
| 1Y | +4.1% | +36.3% | -32.2% | -3.4% |
| 3Y | +5.3% | +88.6% | -83.3% | -12.0% |
| 5Y | -27.2% | +47.5% | -74.7% | -36.6% |
| All | +114.1% | +203.3% | -89.2% | +54.8% |
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 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