-8.8%
IT vs DVA
+62.2%
-71.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | +2.3% |
| 7D | -5.5% | +4.7% | -10.2% | -4.8% |
| 30D | +10.3% | +7.8% | +2.5% | +11.6% |
| 3M | +11.5% | -15.5% | +27.0% | +6.8% |
| 6M | +40.3% | +25.0% | +15.2% | +52.9% |
| YTD | -17.9% | +69.6% | -87.5% | +16.3% |
| 1Y | -8.8% | +60.6% | -69.4% | +32.8% |
| All | -8.8% | +62.2% | -71.0% | +32.8% |
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 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