-32.2%
INFY vs DVA
+89.6%
-121.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | -5.4% | -1.3% | -4.1% | -5.3% |
| 30D | -9.9% | 0.0% | -9.9% | -9.9% |
| 3M | -4.6% | -10.9% | +6.4% | -4.0% |
| 6M | -18.5% | +17.3% | -35.7% | -18.7% |
| YTD | -36.5% | +59.8% | -96.3% | -37.7% |
| 1Y | -32.8% | +36.3% | -69.0% | -32.9% |
| 3Y | -32.2% | +88.6% | -120.8% | -35.9% |
| All | -32.2% | +89.6% | -121.8% | -35.9% |
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