-26.3%
LOW vs DVA
+36.3%
-62.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -10.4% | -10.9% | +0.5% | -9.9% |
| 6M | -19.4% | +17.3% | -36.7% | -22.5% |
| YTD | -17.1% | +59.8% | -76.9% | -23.8% |
| 1Y | -26.3% | +36.3% | -62.5% | -31.0% |
| All | -26.3% | +36.3% | -62.6% | -31.0% |
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