+448.7%
FIX vs DVA
+139.6%
+309.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.6% |
| 7D | -17.5% | +2.1% | -19.5% | -17.7% |
| 30D | -41.6% | +8.2% | -49.8% | -42.1% |
| 3M | -40.6% | +5.9% | -46.5% | -41.1% |
| 6M | -49.4% | -1.3% | -48.1% | -49.7% |
| YTD | +9.2% | +68.4% | -59.2% | -2.1% |
| 1Y | +6.5% | +57.5% | -51.0% | -3.2% |
| 3Y | +448.7% | +142.3% | +306.4% | +328.5% |
| All | +448.7% | +139.6% | +309.1% | +328.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling