-11.0%
DUOL vs DVA
+89.6%
-100.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -7.0% | -1.3% | -5.7% | -6.9% |
| 30D | +6.7% | 0.0% | +6.7% | +6.7% |
| 3M | +16.0% | -10.9% | +26.9% | +16.9% |
| 6M | +45.4% | +17.3% | +28.1% | +44.5% |
| YTD | -18.1% | +59.8% | -77.9% | -20.8% |
| 1Y | -53.6% | +36.3% | -89.8% | -53.9% |
| 3Y | -11.0% | +88.6% | -99.6% | -16.9% |
| All | -11.0% | +89.6% | -100.6% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling