+2,281.2%
EQT vs DVA
+5,118.1%
-2,836.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +1.1% | +1.7% | -0.6% | +0.8% |
| 3M | +4.8% | -8.7% | +13.5% | +5.7% |
| 6M | -10.6% | +19.7% | -30.2% | -13.5% |
| YTD | +3.4% | +59.6% | -56.2% | -4.3% |
| 1Y | +8.7% | +37.1% | -28.4% | +2.6% |
| 3Y | +35.0% | +89.8% | -54.8% | +19.7% |
| 5Y | +204.2% | +47.4% | +156.9% | +175.4% |
| 10Y | +52.5% | +184.9% | -132.4% | +23.8% |
| All | +2,281.2% | +5,118.1% | -2,836.9% | +1,536.5% |
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