+25.0%
M vs DVA
+50.4%
-25.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | -3.3% | -4.8% | +1.4% | -2.5% |
| 30D | +8.1% | +0.9% | +7.1% | +7.8% |
| 3M | +2.2% | +2.9% | -0.7% | +1.6% |
| 6M | +35.1% | -7.8% | +42.9% | +35.5% |
| YTD | +15.8% | +61.5% | -45.7% | +8.8% |
| All | +25.0% | +50.4% | -25.4% | +31.8% |
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