-10.9%
M vs DVA
+187.5%
-198.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | -8.8% | -0.2% | -8.6% | -8.7% |
| 30D | -16.4% | +1.7% | -18.1% | -16.9% |
| 3M | -10.8% | -8.7% | -2.1% | -8.8% |
| 6M | +16.1% | +19.7% | -3.5% | +6.0% |
| YTD | -5.3% | +59.6% | -64.9% | -23.6% |
| 1Y | +24.9% | +37.1% | -12.2% | +6.7% |
| 3Y | +97.5% | +89.8% | +7.8% | +42.2% |
| 5Y | +20.4% | +47.4% | -27.0% | -6.9% |
| All | -10.9% | +187.5% | -198.4% | -48.0% |
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 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