+1,747.5%
DTE vs DVA
+5,166.5%
-3,419.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | -0.5% | -0.4% | -0.2% | -0.5% |
| 3M | -6.0% | -7.7% | +1.6% | -5.6% |
| 6M | -7.2% | +20.0% | -27.2% | -9.1% |
| YTD | +7.2% | +61.1% | -53.9% | +2.1% |
| 1Y | +4.1% | +33.9% | -29.8% | +0.6% |
| 3Y | +46.9% | +91.5% | -44.7% | +36.6% |
| 5Y | +32.9% | +41.8% | -8.9% | +25.3% |
| 10Y | +144.5% | +187.5% | -43.0% | +115.2% |
| All | +1,747.5% | +5,166.5% | -3,419.0% | +1,264.4% |
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