+21.3%
EXC vs DVA
+88.1%
-66.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | +1.2% | +2.2% | -1.0% | +1.1% |
| 30D | -2.7% | -2.0% | -0.7% | -2.6% |
| 3M | -1.0% | -6.3% | +5.3% | -0.8% |
| 6M | -9.3% | +19.4% | -28.7% | -10.4% |
| YTD | +3.6% | +58.5% | -54.9% | +0.1% |
| 1Y | +5.9% | +33.9% | -28.0% | +3.7% |
| All | +21.3% | +88.1% | -66.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling