+36.6%
FFIV vs DVA
+62.2%
-25.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.2% |
| 7D | -9.8% | +4.7% | -14.5% | -9.6% |
| 30D | -28.1% | +7.8% | -35.9% | -27.8% |
| 3M | -20.0% | -15.5% | -4.5% | -20.4% |
| 6M | -0.1% | +25.0% | -25.1% | +1.1% |
| YTD | +29.2% | +69.6% | -40.4% | +32.8% |
| 1Y | +36.6% | +60.6% | -24.0% | +44.8% |
| All | +36.6% | +62.2% | -25.6% | +44.8% |
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 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