+52.4%
JD vs DVA
+155.4%
-103.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.1% | -8.8% | +4.7% | -2.2% |
| 30D | +4.6% | -3.4% | +8.0% | +5.2% |
| 3M | -4.7% | -2.6% | -2.2% | -4.6% |
| 6M | -17.4% | -11.9% | -5.5% | -15.9% |
| YTD | +0.7% | +53.6% | -52.9% | -11.7% |
| 1Y | -5.9% | +41.9% | -47.7% | -15.9% |
| 3Y | +18.9% | +97.5% | -78.6% | -5.2% |
| 5Y | -62.9% | +65.0% | -127.9% | -70.4% |
| 10Y | +32.5% | +193.2% | -160.7% | -20.4% |
| All | +52.4% | +155.4% | -103.0% | +9.3% |
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