+1,582.2%
EL vs DVA
+4,387.6%
-2,805.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.8% |
| 7D | +0.8% | +1.8% | -1.0% | +0.5% |
| 30D | +19.8% | -2.5% | +22.3% | +20.2% |
| 3M | +25.7% | -4.3% | +30.0% | +26.0% |
| 6M | +5.4% | +18.9% | -13.4% | +2.3% |
| YTD | +0.2% | +61.9% | -61.7% | -7.4% |
| 1Y | +20.4% | +35.7% | -15.3% | +14.0% |
| 3Y | -32.1% | +78.6% | -110.8% | -38.7% |
| 5Y | -67.2% | +39.2% | -106.4% | -69.9% |
| 10Y | +31.7% | +184.0% | -152.3% | +8.6% |
| All | +1,582.2% | +4,387.6% | -2,805.4% | +1,015.1% |
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