+180.2%
DVA vs DAR
+375.1%
-194.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | +1.7% | +6.4% | -4.8% | +0.1% |
| 3M | -8.7% | +13.2% | -21.9% | -11.4% |
| 6M | +19.7% | +26.2% | -6.5% | +13.0% |
| YTD | +59.6% | +84.4% | -24.8% | +38.5% |
| 1Y | +37.1% | +112.0% | -74.9% | +14.8% |
| 3Y | +89.8% | +13.4% | +76.4% | +77.5% |
| 5Y | +47.4% | -6.0% | +53.4% | +39.5% |
| All | +180.2% | +375.1% | -194.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling