+187.0%
DVA vs USFR
+27.6%
+159.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | -2.0% | +0.3% | -2.3% | -2.1% |
| 3M | -6.3% | +1.0% | -7.2% | -6.5% |
| 6M | +19.4% | +1.9% | +17.5% | +18.7% |
| YTD | +58.5% | +2.7% | +55.8% | +57.2% |
| 1Y | +33.9% | +4.0% | +29.8% | +32.2% |
| 3Y | +88.4% | +14.0% | +74.4% | +80.6% |
| 5Y | +39.5% | +20.4% | +19.1% | +31.2% |
| 10Y | +179.5% | +28.1% | +151.4% | +157.7% |
| All | +187.0% | +27.6% | +159.4% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling