+37.2%
M vs DVA
+62.2%
-25.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.8% | +1.9% | +6.5% |
| 7D | +8.3% | +4.7% | +3.5% | +7.4% |
| 30D | +14.2% | +7.8% | +6.4% | +12.7% |
| 3M | -1.1% | -15.5% | +14.4% | +0.6% |
| 6M | +36.6% | +25.0% | +11.6% | +30.4% |
| YTD | +19.8% | +69.6% | -49.8% | +10.8% |
| 1Y | +37.2% | +60.6% | -23.4% | +33.9% |
| All | +37.2% | +62.2% | -25.0% | +33.9% |
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