+88.4%
DVA vs USFR
+14.1%
+74.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.2% | +0.1% | -0.3% | 0.0% |
| 30D | +1.7% | +0.3% | +1.4% | +2.5% |
| 3M | -8.7% | +1.0% | -9.6% | -6.5% |
| 6M | +19.7% | +1.9% | +17.7% | +24.6% |
| YTD | +59.6% | +2.7% | +56.9% | +67.4% |
| 1Y | +37.1% | +4.0% | +33.1% | +45.5% |
| All | +88.4% | +14.1% | +74.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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