-7.1%
M vs DVA
+206.9%
-214.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.8% |
| 7D | -3.3% | -4.8% | +1.4% | -1.8% |
| 30D | +8.1% | +0.9% | +7.1% | +7.6% |
| 3M | +2.2% | +2.9% | -0.7% | +0.8% |
| 6M | +35.1% | -7.8% | +42.9% | +36.9% |
| YTD | +15.8% | +61.5% | -45.7% | -7.4% |
| 1Y | +25.8% | +50.1% | -24.2% | +3.7% |
| 3Y | +156.2% | +121.1% | +35.1% | +75.0% |
| 5Y | -2.4% | +72.9% | -75.3% | -29.8% |
| 10Y | -7.1% | +208.2% | -215.4% | -48.3% |
| All | -7.1% | +206.9% | -214.0% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling