+2,439.3%
MAR vs DVA
+1,524.6%
+914.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -1.7% | +2.2% | -3.9% | -2.1% |
| 30D | -6.9% | -2.0% | -4.9% | -6.6% |
| 3M | -15.8% | -6.3% | -9.6% | -15.4% |
| 6M | +1.9% | +19.4% | -17.5% | -2.3% |
| YTD | +6.6% | +58.5% | -51.9% | -3.3% |
| 1Y | +23.7% | +33.9% | -10.2% | +15.4% |
| 3Y | +64.6% | +88.4% | -23.9% | +42.4% |
| 5Y | +156.4% | +39.5% | +116.9% | +129.2% |
| 10Y | +415.4% | +179.5% | +235.9% | +302.8% |
| All | +2,439.3% | +1,524.6% | +914.7% | +1,521.9% |
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 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