+1,128.7%
DUK vs DVA
+5,166.5%
-4,037.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -0.1% | +2.0% | -2.1% | -0.2% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -1.9% | -7.7% | +5.8% | -1.5% |
| 6M | -6.5% | +20.0% | -26.5% | -8.0% |
| YTD | +5.4% | +61.1% | -55.6% | +1.6% |
| 1Y | +3.6% | +33.9% | -30.3% | +0.9% |
| 3Y | +48.1% | +91.5% | -43.4% | +40.1% |
| 5Y | +39.6% | +41.8% | -2.2% | +33.3% |
| 10Y | +131.8% | +187.5% | -55.7% | +110.2% |
| All | +1,128.7% | +5,166.5% | -4,037.8% | +919.2% |
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