+8,718.3%
LOW vs DVA
+5,081.6%
+3,636.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.5% |
| 7D | +0.4% | +2.2% | -1.9% | 0.0% |
| 30D | -10.1% | -2.0% | -8.1% | -9.8% |
| 3M | -2.9% | -6.3% | +3.4% | -2.3% |
| 6M | -19.4% | +19.4% | -38.8% | -22.2% |
| YTD | -15.4% | +58.5% | -73.9% | -22.1% |
| 1Y | -24.9% | +33.9% | -58.8% | -29.1% |
| 3Y | -7.8% | +88.4% | -96.3% | -18.3% |
| 5Y | +8.4% | +39.5% | -31.1% | -1.5% |
| 10Y | +226.8% | +179.5% | +47.3% | +164.6% |
| All | +8,718.3% | +5,081.6% | +3,636.7% | +5,400.7% |
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