+7,843.3%
FIX vs DVA
+2,345.4%
+5,498.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.7% |
| 7D | -17.5% | +2.1% | -19.5% | -17.9% |
| 30D | -41.6% | +8.2% | -49.8% | -42.5% |
| 3M | -40.6% | +5.9% | -46.5% | -41.4% |
| 6M | -49.4% | -1.3% | -48.1% | -49.8% |
| YTD | +9.2% | +68.4% | -59.2% | -1.5% |
| 1Y | +6.5% | +57.5% | -51.0% | -3.0% |
| 3Y | +448.7% | +142.3% | +306.4% | +362.4% |
| 5Y | +948.7% | +75.0% | +873.8% | +808.6% |
| 10Y | +3,659.7% | +226.4% | +3,433.3% | +2,845.2% |
| All | +7,843.3% | +2,345.4% | +5,498.0% | +5,378.3% |
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