+2,654.8%
DVA vs BG
+1,181.2%
+1,473.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -0.4% | +10.3% | -10.7% | -2.2% |
| 3M | -7.7% | -1.9% | -5.8% | -7.7% |
| 6M | +20.0% | +5.2% | +14.7% | +18.0% |
| YTD | +61.1% | +41.2% | +19.9% | +49.9% |
| 1Y | +33.9% | +50.5% | -16.7% | +22.8% |
| 3Y | +91.5% | +19.9% | +71.6% | +81.4% |
| 5Y | +41.8% | +86.7% | -44.9% | +22.2% |
| 10Y | +187.5% | +167.5% | +20.0% | +123.0% |
| All | +2,654.8% | +1,181.2% | +1,473.6% | +1,702.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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