+291.3%
IR vs DVA
+175.6%
+115.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -2.8% | +1.8% | -4.7% | -3.3% |
| 30D | -15.1% | -2.5% | -12.6% | -14.6% |
| 3M | +6.1% | -4.3% | +10.3% | +6.3% |
| 6M | -16.8% | +18.9% | -35.7% | -22.4% |
| YTD | -3.5% | +61.9% | -65.5% | -18.7% |
| 1Y | -3.5% | +35.7% | -39.2% | -14.3% |
| 3Y | +9.5% | +78.6% | -69.2% | -12.6% |
| 5Y | +45.1% | +39.2% | +5.9% | +22.1% |
| All | +291.3% | +175.6% | +115.6% | +149.2% |
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