+4,183.7%
DVA vs SPY
+2,093.1%
+2,090.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -8.8% | +2.6% | -11.4% | -10.3% |
| 30D | -3.4% | -2.0% | -1.4% | -2.4% |
| 3M | -2.6% | -2.8% | +0.2% | -1.1% |
| 6M | -11.9% | +2.1% | -14.0% | -13.6% |
| YTD | +53.6% | +11.5% | +42.2% | +42.1% |
| 1Y | +41.9% | +13.5% | +28.4% | +29.7% |
| 3Y | +97.5% | +77.7% | +19.8% | +34.0% |
| 5Y | +65.0% | +72.6% | -7.6% | +12.3% |
| 10Y | +193.2% | +308.2% | -114.9% | +15.5% |
| All | +4,183.7% | +2,093.1% | +2,090.6% | +454.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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