+6,438.2%
EW vs DVA
+18,690.5%
-12,252.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | -0.3% | +1.8% | -2.2% | -0.7% |
| 30D | +1.0% | -2.5% | +3.5% | +1.5% |
| 3M | +2.8% | -4.3% | +7.1% | +3.1% |
| 6M | +5.5% | +18.9% | -13.4% | +0.7% |
| YTD | +5.5% | +61.9% | -56.5% | -6.1% |
| 1Y | +11.0% | +35.7% | -24.7% | +2.3% |
| 3Y | +17.7% | +78.6% | -60.9% | +0.2% |
| 5Y | -25.7% | +39.2% | -65.0% | -34.6% |
| 10Y | +132.8% | +184.0% | -51.2% | +75.9% |
| All | +6,438.2% | +18,690.5% | -12,252.3% | +4,302.9% |
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