+60.6%
DVA vs VO
+16.3%
+44.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.5% |
| 7D | +4.7% | +1.0% | +3.8% | +4.5% |
| 30D | +7.8% | +2.6% | +5.2% | +7.2% |
| 3M | -15.5% | -0.3% | -15.2% | -15.4% |
| 6M | +25.0% | +7.6% | +17.4% | +23.4% |
| YTD | +69.6% | +14.7% | +54.8% | +63.8% |
| 1Y | +60.6% | +16.4% | +44.2% | +52.9% |
| All | +60.6% | +16.3% | +44.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling