+291.9%
M vs DVA
+5,059.1%
-4,767.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.2% |
| 7D | +5.0% | -1.6% | +6.6% | +5.3% |
| 30D | +10.6% | 0.0% | +10.6% | +10.6% |
| 3M | +1.6% | -2.4% | +4.0% | +1.9% |
| 6M | +30.8% | -9.8% | +40.6% | +32.7% |
| YTD | +16.9% | +57.8% | -40.9% | +4.6% |
| 1Y | +26.3% | +49.2% | -22.9% | +14.3% |
| 3Y | +158.6% | +116.0% | +42.6% | +115.7% |
| 5Y | +2.1% | +68.5% | -66.4% | -12.3% |
| 10Y | -4.3% | +198.9% | -203.2% | -26.4% |
| All | +291.9% | +5,059.1% | -4,767.3% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling