+259.4%
F vs DVA
+5,406.5%
-5,147.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | +2.6% | +8.2% | -5.6% | +1.3% |
| 3M | -8.8% | +5.9% | -14.7% | -9.8% |
| 6M | +4.6% | -1.3% | +5.9% | +4.1% |
| YTD | -1.9% | +68.4% | -70.3% | -11.2% |
| 1Y | -0.8% | +57.5% | -58.2% | -9.2% |
| 3Y | +43.5% | +142.3% | -98.8% | +21.2% |
| 5Y | -12.1% | +75.0% | -87.0% | -23.4% |
| 10Y | +83.6% | +226.4% | -142.7% | +43.6% |
| All | +259.4% | +5,406.5% | -5,147.1% | +139.8% |
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