+54.3%
JD vs DVA
+169.2%
-114.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | -13.2% | -2.5% | -10.7% | -12.7% |
| 3M | -3.2% | -4.3% | +1.1% | -2.8% |
| 6M | +15.2% | +18.9% | -3.6% | +9.1% |
| YTD | +2.0% | +61.9% | -60.0% | -11.4% |
| 1Y | -5.4% | +35.7% | -41.1% | -14.1% |
| 3Y | -9.1% | +78.6% | -87.8% | -25.8% |
| 5Y | -59.6% | +39.2% | -98.8% | -65.8% |
| 10Y | +26.2% | +184.0% | -157.8% | -21.2% |
| All | +54.3% | +169.2% | -114.9% | +9.7% |
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