+110.9%
DT vs DVA
+200.9%
-90.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | -4.9% | +2.2% | -7.1% | -5.1% |
| 30D | +2.7% | -2.0% | +4.7% | +2.9% |
| 3M | +20.0% | -6.3% | +26.2% | +19.8% |
| 6M | +28.0% | +19.4% | +8.6% | +22.4% |
| YTD | +16.0% | +58.5% | -42.5% | +4.4% |
| 1Y | +0.7% | +33.9% | -33.1% | -6.2% |
| 3Y | +6.2% | +88.4% | -82.3% | -11.4% |
| 5Y | -28.1% | +39.5% | -67.6% | -36.4% |
| All | +110.9% | +200.9% | -90.0% | +52.6% |
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 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