+12,471.5%
FIX vs DVA
+2,251.3%
+10,220.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +6.0% | +1.8% | +4.2% | +5.7% |
| 30D | -7.2% | -2.5% | -4.8% | -6.9% |
| 3M | -15.9% | -4.3% | -11.6% | -15.7% |
| 6M | +12.7% | +18.9% | -6.1% | +8.6% |
| YTD | +72.8% | +61.9% | +10.8% | +57.6% |
| 1Y | +122.9% | +35.7% | +87.2% | +108.7% |
| 3Y | +774.3% | +78.6% | +695.7% | +672.7% |
| 5Y | +2,049.5% | +39.2% | +2,010.3% | +1,837.3% |
| 10Y | +5,821.5% | +184.0% | +5,637.4% | +4,644.3% |
| All | +12,471.5% | +2,251.3% | +10,220.2% | +8,663.3% |
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