+130.7%
FIX vs DVA
+31.4%
+99.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.4% |
| 7D | +6.1% | +2.2% | +3.8% | +6.0% |
| 30D | -2.7% | -2.0% | -0.7% | -2.6% |
| 3M | -10.9% | -6.3% | -4.7% | -11.2% |
| 6M | +29.0% | +19.4% | +9.6% | +27.3% |
| YTD | +76.9% | +58.5% | +18.4% | +74.2% |
| 1Y | +130.7% | +33.9% | +96.9% | +128.5% |
| All | +130.7% | +31.4% | +99.3% | +128.5% |
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