+54.6%
JD vs DVA
+162.3%
-107.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.5% |
| 7D | +5.2% | -1.6% | +6.8% | +5.6% |
| 30D | +4.5% | 0.0% | +4.5% | +4.3% |
| 3M | -15.4% | -2.4% | -13.0% | -15.2% |
| 6M | -6.0% | -9.8% | +3.7% | -4.8% |
| YTD | +2.2% | +57.8% | -55.6% | -11.0% |
| 1Y | -6.7% | +49.2% | -55.8% | -17.5% |
| 3Y | +20.5% | +116.0% | -95.5% | -6.1% |
| 5Y | -58.4% | +68.5% | -126.9% | -66.9% |
| 10Y | +32.5% | +198.9% | -166.4% | -20.6% |
| All | +54.6% | +162.3% | -107.7% | +10.2% |
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