+20.5%
M vs DVA
+41.6%
-21.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.7% |
| 7D | -4.1% | +2.0% | -6.1% | -4.6% |
| 30D | -13.6% | -0.4% | -13.2% | -13.6% |
| 3M | -2.3% | -7.7% | +5.4% | -0.9% |
| 6M | +21.9% | +20.0% | +1.9% | +12.8% |
| YTD | -0.6% | +61.1% | -61.7% | -17.6% |
| 1Y | +29.7% | +33.9% | -4.1% | +14.6% |
| 3Y | +107.3% | +91.5% | +15.7% | +56.0% |
| 5Y | +20.5% | +41.8% | -21.3% | +21.9% |
| All | +20.5% | +41.6% | -21.2% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling