-43.4%
DUOL vs DVA
+35.1%
-78.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | +5.1% | +1.8% | +3.3% | +5.2% |
| 30D | +14.1% | -2.5% | +16.6% | +13.9% |
| 3M | +41.5% | -4.3% | +45.8% | +42.7% |
| 6M | +60.6% | +18.9% | +41.7% | +67.3% |
| YTD | -12.0% | +61.9% | -73.9% | -0.5% |
| 1Y | -43.4% | +35.7% | -79.1% | -34.8% |
| All | -43.4% | +35.1% | -78.5% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling