+274.5%
IR vs DVA
+171.7%
+102.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -14.0% | +1.7% | -15.7% | -14.4% |
| 3M | +3.7% | -8.7% | +12.4% | +5.4% |
| 6M | -15.4% | +19.7% | -35.0% | -21.2% |
| YTD | -7.7% | +59.6% | -67.3% | -21.8% |
| 1Y | -8.8% | +37.1% | -45.9% | -19.3% |
| 3Y | +5.6% | +89.8% | -84.2% | -17.4% |
| 5Y | +34.3% | +47.4% | -13.0% | +10.5% |
| All | +274.5% | +171.7% | +102.9% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling