-61.6%
JD vs DVA
+41.6%
-103.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | -3.0% | +2.0% | -5.0% | -3.3% |
| 30D | -19.3% | -0.4% | -19.0% | -19.3% |
| 3M | -6.0% | -7.7% | +1.6% | -5.2% |
| 6M | +1.8% | +20.0% | -18.2% | -2.2% |
| YTD | -2.6% | +61.1% | -63.7% | -11.8% |
| 1Y | -17.4% | +33.9% | -51.3% | -22.6% |
| 3Y | -8.6% | +91.5% | -100.1% | -22.5% |
| 5Y | -61.6% | +41.8% | -103.4% | -66.8% |
| All | -61.6% | +41.6% | -103.2% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling