+257.1%
M vs DVA
+5,194.7%
-4,937.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +4.7% | +1.8% | +2.9% | +4.3% |
| 30D | -9.6% | -2.5% | -7.2% | -9.2% |
| 3M | +0.9% | -4.3% | +5.1% | +1.3% |
| 6M | +22.3% | +18.9% | +3.4% | +16.8% |
| YTD | +6.5% | +61.9% | -55.4% | -5.1% |
| 1Y | +38.8% | +35.7% | +3.0% | +28.1% |
| 3Y | +115.9% | +78.6% | +37.3% | +86.0% |
| 5Y | +28.6% | +39.2% | -10.6% | +14.5% |
| 10Y | -2.5% | +184.0% | -186.6% | -24.5% |
| All | +257.1% | +5,194.7% | -4,937.6% | +106.7% |
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