+7,595.3%
EW vs DVA
+18,640.4%
-11,045.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.3% |
| 7D | +6.5% | -4.8% | +11.2% | +7.4% |
| 30D | +22.5% | +0.9% | +21.5% | +22.1% |
| 3M | +13.0% | +2.9% | +10.1% | +12.1% |
| 6M | +37.1% | -7.8% | +44.9% | +38.1% |
| YTD | +24.1% | +61.5% | -37.4% | +10.4% |
| 1Y | +24.2% | +50.1% | -25.8% | +12.1% |
| 3Y | +64.8% | +121.1% | -56.3% | +34.8% |
| 5Y | -7.4% | +72.9% | -80.3% | -21.7% |
| 10Y | +248.8% | +208.2% | +40.5% | +159.8% |
| All | +7,595.3% | +18,640.4% | -11,045.1% | +5,075.6% |
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 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