-6.3%
JD vs DVA
+88.7%
-95.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | -16.0% | -2.0% | -14.0% | -15.9% |
| 3M | -3.2% | -6.3% | +3.1% | -2.8% |
| 6M | +6.1% | +19.4% | -13.4% | +3.4% |
| YTD | -0.1% | +58.5% | -58.6% | -6.4% |
| 1Y | -12.7% | +33.9% | -46.6% | -16.2% |
| 3Y | -6.3% | +88.4% | -94.7% | -17.4% |
| All | -6.3% | +88.7% | -95.0% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling