+337.2%
IR vs DVA
+160.8%
+176.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +1.7% |
| 7D | +4.3% | -10.7% | +14.9% | +7.3% |
| 30D | +8.1% | -4.4% | +12.5% | +8.8% |
| 3M | +0.7% | -4.1% | +4.8% | +1.1% |
| 6M | +16.6% | -13.2% | +29.8% | +19.1% |
| YTD | +7.8% | +53.2% | -45.4% | -8.4% |
| 1Y | +9.9% | +40.8% | -30.9% | -4.1% |
| 3Y | +25.2% | +109.7% | -84.5% | -4.7% |
| 5Y | +46.8% | +64.5% | -17.7% | +14.7% |
| All | +337.2% | +160.8% | +176.5% | +180.8% |
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