+810.7%
MOD vs DVA
+192.4%
+618.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +0.8% |
| 7D | +16.1% | -10.7% | +26.7% | +19.4% |
| 30D | -38.5% | -4.4% | -34.1% | -38.4% |
| 3M | -46.8% | -4.1% | -42.7% | -47.0% |
| 6M | -61.6% | -13.2% | -48.4% | -61.1% |
| YTD | -20.5% | +53.2% | -73.7% | -34.3% |
| 1Y | -28.0% | +40.8% | -68.9% | -38.9% |
| 3Y | +134.9% | +109.7% | +25.2% | +69.6% |
| 5Y | +833.2% | +64.5% | +768.6% | +594.0% |
| All | +810.7% | +192.4% | +618.4% | +428.0% |
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