+26.0%
MAR vs DVA
+36.3%
-10.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | -5.4% | 0.0% | -5.4% | -5.4% |
| 3M | -15.5% | -10.9% | -4.6% | -15.6% |
| 6M | +3.0% | +17.3% | -14.3% | 0.0% |
| YTD | +8.5% | +59.8% | -51.3% | +1.5% |
| 1Y | +26.0% | +36.3% | -10.3% | +18.8% |
| All | +26.0% | +36.3% | -10.4% | +18.8% |
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