+8.5%
IR vs DVA
+88.7%
-80.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +0.6% | +2.2% | -1.6% | +0.2% |
| 30D | -13.6% | -2.0% | -11.6% | -13.3% |
| 3M | +3.7% | -6.3% | +9.9% | +4.0% |
| 6M | -13.1% | +19.4% | -32.5% | -17.8% |
| YTD | -5.1% | +58.5% | -63.6% | -16.5% |
| 1Y | -6.5% | +33.9% | -40.3% | -14.8% |
| 3Y | +8.5% | +88.4% | -79.9% | +1.3% |
| All | +8.5% | +88.7% | -80.2% | +1.3% |
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 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