+322.4%
F vs DVA
+5,194.7%
-4,872.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +5.3% | +1.8% | +3.5% | +5.0% |
| 30D | +4.6% | -2.5% | +7.1% | +5.0% |
| 3M | -3.7% | -4.3% | +0.6% | -3.4% |
| 6M | +16.8% | +18.9% | -2.0% | +12.6% |
| YTD | +15.3% | +61.9% | -46.7% | +5.2% |
| 1Y | +31.0% | +35.7% | -4.7% | +22.9% |
| 3Y | +45.4% | +78.6% | -33.2% | +28.6% |
| 5Y | +54.7% | +39.2% | +15.5% | +39.7% |
| 10Y | +98.2% | +184.0% | -85.8% | +58.2% |
| All | +322.4% | +5,194.7% | -4,872.3% | +184.0% |
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 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