+87.8%
DT vs DVA
+191.7%
-103.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +3.1% | -8.8% | +11.9% | +4.2% |
| 30D | -29.5% | -3.4% | -26.1% | -29.4% |
| 3M | -11.7% | -2.6% | -9.2% | -11.6% |
| 6M | +29.0% | -11.9% | +40.9% | +29.5% |
| YTD | +3.4% | +53.6% | -50.3% | -6.8% |
| 1Y | -4.2% | +41.9% | -46.1% | -12.2% |
| 3Y | -12.8% | +97.5% | -110.4% | -28.0% |
| 5Y | -39.6% | +65.0% | -104.6% | -49.6% |
| All | +87.8% | +191.7% | -103.8% | +36.2% |
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