+65.8%
MAR vs DVA
+89.4%
-23.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -5.7% | +1.7% | -7.3% | -5.8% |
| 3M | -14.6% | -8.7% | -6.0% | -14.3% |
| 6M | +1.3% | +19.7% | -18.3% | -2.7% |
| YTD | +6.7% | +59.6% | -52.9% | -2.8% |
| 1Y | +26.4% | +37.1% | -10.7% | +18.2% |
| All | +65.8% | +89.4% | -23.6% | +47.8% |
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 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