+32.3%
JD vs DVA
+192.4%
-160.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -0.2% |
| 7D | -4.0% | -10.7% | +6.6% | -1.8% |
| 30D | +2.7% | -4.4% | +7.1% | +3.4% |
| 3M | -13.0% | -4.1% | -8.9% | -12.6% |
| 6M | -12.7% | -13.2% | +0.5% | -11.0% |
| YTD | -0.8% | +53.2% | -54.0% | -12.0% |
| 1Y | -8.9% | +40.8% | -49.7% | -17.6% |
| 3Y | +17.0% | +109.7% | -92.7% | -6.4% |
| 5Y | -63.5% | +64.5% | -128.0% | -70.2% |
| All | +32.3% | +192.4% | -160.0% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling