+89.2%
ES vs DVA
+197.6%
-108.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.7% |
| 7D | +0.9% | -1.6% | +2.4% | +1.1% |
| 30D | +5.9% | 0.0% | +5.9% | +5.8% |
| 3M | -1.0% | -2.4% | +1.4% | -0.9% |
| 6M | +7.2% | -9.8% | +16.9% | +8.1% |
| YTD | +7.0% | +57.8% | -50.8% | -3.0% |
| 1Y | +0.5% | +49.2% | -48.7% | -8.0% |
| 3Y | +48.7% | +116.0% | -67.4% | +26.4% |
| 5Y | +1.9% | +68.5% | -66.6% | -12.3% |
| 10Y | +89.2% | +198.9% | -109.7% | +44.8% |
| All | +89.2% | +197.6% | -108.4% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling