+254.8%
F vs DVA
+5,059.1%
-4,804.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.4% |
| 7D | -0.2% | -1.6% | +1.3% | 0.0% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | -11.3% | -2.4% | -8.9% | -11.2% |
| 6M | +2.0% | -9.8% | +11.8% | +3.0% |
| YTD | -3.2% | +57.8% | -61.0% | -11.4% |
| 1Y | -3.5% | +49.2% | -52.6% | -10.9% |
| 3Y | +48.1% | +116.0% | -67.9% | +27.5% |
| 5Y | -13.5% | +68.5% | -82.0% | -24.2% |
| 10Y | +72.2% | +198.9% | -126.7% | +36.4% |
| All | +254.8% | +5,059.1% | -4,804.4% | +139.1% |
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