+690.0%
ES vs DVA
+5,194.7%
-4,504.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | -2.0% | -2.5% | +0.5% | -1.8% |
| 3M | +1.7% | -4.3% | +5.9% | +1.8% |
| 6M | -3.5% | +18.9% | -22.4% | -5.4% |
| YTD | +7.9% | +61.9% | -54.0% | +2.9% |
| 1Y | +17.2% | +35.7% | -18.6% | +13.3% |
| 3Y | +29.3% | +78.6% | -49.3% | +21.5% |
| 5Y | -5.7% | +39.2% | -45.0% | -10.7% |
| 10Y | +85.2% | +184.0% | -98.8% | +64.9% |
| All | +690.0% | +5,194.7% | -4,504.7% | +544.3% |
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