+134.2%
DTE vs DVA
+187.8%
-53.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.6% | -1.3% | -1.2% | -2.4% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | -8.3% | -10.9% | +2.6% | -7.2% |
| 6M | -8.1% | +17.3% | -25.4% | -11.0% |
| YTD | +4.4% | +59.8% | -55.4% | -3.9% |
| 1Y | +0.2% | +36.3% | -36.1% | -5.6% |
| 3Y | +42.6% | +88.6% | -46.0% | +25.4% |
| 5Y | +31.5% | +47.5% | -16.1% | +18.4% |
| All | +134.2% | +187.8% | -53.6% | +85.6% |
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 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