+3.6%
ES vs DVA
+75.9%
-72.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.7% |
| 7D | +1.9% | +2.1% | -0.2% | +1.7% |
| 30D | +7.1% | +8.2% | -1.2% | +6.2% |
| 3M | -1.9% | +5.9% | -7.9% | -2.6% |
| 6M | +4.4% | -1.3% | +5.7% | +4.0% |
| YTD | +7.3% | +68.4% | -61.1% | +0.1% |
| 1Y | +2.1% | +57.5% | -55.3% | -3.9% |
| 3Y | +41.8% | +142.3% | -100.5% | +29.8% |
| All | +3.6% | +75.9% | -72.3% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling