-36.6%
DT vs DVA
+64.3%
-100.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +3.1% | -8.8% | +11.9% | +3.5% |
| 30D | -29.5% | -3.4% | -26.1% | -29.5% |
| 3M | -11.7% | -2.6% | -9.2% | -11.7% |
| 6M | +29.0% | -11.9% | +40.9% | +28.8% |
| YTD | +3.4% | +53.6% | -50.3% | -2.9% |
| 1Y | -4.2% | +41.9% | -46.1% | -8.9% |
| 3Y | -12.8% | +97.5% | -110.4% | -23.1% |
| All | -36.6% | +64.3% | -100.9% | -42.3% |
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 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