+6,190.2%
EAT vs DVA
+5,194.7%
+995.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | 0.0% | +1.8% | -1.8% | -0.3% |
| 30D | +1.9% | -2.5% | +4.4% | +2.3% |
| 3M | +68.7% | -4.3% | +72.9% | +69.1% |
| 6M | +66.9% | +18.9% | +48.0% | +60.6% |
| YTD | +60.4% | +61.9% | -1.5% | +45.7% |
| 1Y | +44.0% | +35.7% | +8.3% | +34.6% |
| 3Y | +604.7% | +78.6% | +526.0% | +521.6% |
| 5Y | +347.0% | +39.2% | +307.8% | +303.5% |
| 10Y | +390.8% | +184.0% | +206.7% | +296.5% |
| All | +6,190.2% | +5,194.7% | +995.5% | +4,370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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