-21.3%
IT vs DVA
+35.1%
-56.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.4% |
| 7D | -6.0% | +1.8% | -7.9% | -5.7% |
| 30D | 0.0% | -2.5% | +2.5% | -0.5% |
| 3M | +13.1% | -4.3% | +17.3% | +13.4% |
| 6M | +11.7% | +18.9% | -7.2% | +19.6% |
| YTD | -26.1% | +61.9% | -88.1% | -2.5% |
| 1Y | -21.3% | +35.7% | -57.0% | +11.2% |
| All | -21.3% | +35.1% | -56.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling