+4,318.7%
DVA vs SPY
+2,121.2%
+2,197.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | -2.0% | -0.9% | -1.1% | -1.4% |
| 3M | -6.3% | +3.9% | -10.1% | -8.7% |
| 6M | +19.4% | +14.5% | +4.9% | +9.3% |
| YTD | +58.5% | +12.9% | +45.6% | +45.8% |
| 1Y | +33.9% | +19.4% | +14.5% | +18.7% |
| 3Y | +88.4% | +78.5% | +10.0% | +27.7% |
| 5Y | +39.5% | +81.8% | -42.2% | -7.9% |
| 10Y | +179.5% | +311.5% | -132.1% | +9.8% |
| All | +4,318.7% | +2,121.2% | +2,197.4% | +468.7% |
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