+1,520.5%
MOD vs DVA
+178.6%
+1,341.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +6.3% | +2.2% | +4.1% | +5.7% |
| 30D | -1.7% | -2.0% | +0.4% | -1.2% |
| 3M | -30.1% | -6.3% | -23.9% | -29.6% |
| 6M | +2.7% | +19.4% | -16.7% | -5.4% |
| YTD | +44.1% | +58.5% | -14.4% | +19.8% |
| 1Y | +38.7% | +33.9% | +4.9% | +21.4% |
| 3Y | +309.8% | +88.4% | +221.3% | +208.4% |
| 5Y | +1,569.7% | +39.5% | +1,530.2% | +1,255.7% |
| 10Y | +1,520.5% | +179.5% | +1,341.0% | +917.5% |
| All | +1,520.5% | +178.6% | +1,341.9% | +917.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling