-1.4%
LOW vs DVA
+62.2%
-63.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.7% | +6.6% |
| 7D | +15.6% | +4.7% | +10.9% | +14.8% |
| 30D | +28.6% | +7.8% | +20.8% | +27.2% |
| 3M | +5.8% | -15.5% | +21.3% | +7.3% |
| 6M | +3.8% | +25.0% | -21.2% | -1.2% |
| YTD | -2.8% | +69.6% | -72.4% | -11.0% |
| 1Y | -1.4% | +60.6% | -62.0% | -8.0% |
| All | -1.4% | +62.2% | -63.6% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling