+116.3%
M vs DVA
+88.7%
+27.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | +2.4% | +2.2% | +0.1% | +1.9% |
| 30D | -11.6% | -2.0% | -9.6% | -11.2% |
| 3M | +1.6% | -6.3% | +7.9% | +2.3% |
| 6M | +25.2% | +19.4% | +5.8% | +18.1% |
| YTD | +3.8% | +58.5% | -54.7% | -9.9% |
| 1Y | +36.3% | +33.9% | +2.5% | +24.3% |
| 3Y | +116.3% | +88.4% | +27.9% | +82.0% |
| All | +116.3% | +88.7% | +27.7% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling