+739.6%
IT vs DVA
+5,081.6%
-4,342.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.1% | -5.3% | -7.1% |
| 7D | -9.1% | +2.2% | -11.4% | -9.4% |
| 30D | -7.0% | -2.0% | -5.0% | -6.8% |
| 3M | +7.6% | -6.3% | +13.9% | +8.2% |
| 6M | +2.1% | +19.4% | -17.3% | -1.4% |
| YTD | -31.6% | +58.5% | -90.1% | -37.7% |
| 1Y | -29.9% | +33.9% | -63.8% | -34.4% |
| 3Y | -51.3% | +88.4% | -139.7% | -57.5% |
| 5Y | -44.8% | +39.5% | -84.3% | -50.5% |
| 10Y | +91.4% | +179.5% | -88.1% | +50.6% |
| All | +739.6% | +5,081.6% | -4,342.0% | +292.7% |
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