+16.5%
JD vs DVA
+187.8%
-171.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -14.4% | 0.0% | -14.4% | -14.4% |
| 3M | -3.6% | -10.9% | +7.4% | -1.7% |
| 6M | -0.3% | +17.3% | -17.6% | -4.9% |
| YTD | -2.4% | +59.8% | -62.2% | -13.8% |
| 1Y | -18.5% | +36.3% | -54.8% | -25.5% |
| 3Y | -7.0% | +88.6% | -95.6% | -23.7% |
| 5Y | -61.7% | +47.5% | -109.2% | -67.6% |
| All | +16.5% | +187.8% | -171.3% | -19.9% |
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