-3.5%
F vs DVA
+47.6%
-51.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.6% |
| 7D | -0.2% | -1.6% | +1.3% | -0.1% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -11.3% | -2.4% | -8.9% | -11.2% |
| 6M | +2.0% | -9.8% | +11.8% | +2.6% |
| YTD | -3.2% | +57.8% | -61.0% | -6.9% |
| 1Y | -3.5% | +49.2% | -52.6% | -4.2% |
| All | -3.5% | +47.6% | -51.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling