+886.3%
MOD vs DVA
+197.6%
+688.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.0% |
| 7D | -17.8% | -1.6% | -16.3% | -18.0% |
| 30D | -43.2% | 0.0% | -43.2% | -43.8% |
| 3M | -46.0% | -2.4% | -43.6% | -46.5% |
| 6M | -62.2% | -9.8% | -52.5% | -62.2% |
| YTD | -22.8% | +57.8% | -80.6% | -36.7% |
| 1Y | -35.5% | +49.2% | -84.7% | -46.1% |
| 3Y | +128.2% | +116.0% | +12.2% | +63.6% |
| 5Y | +791.6% | +68.5% | +723.1% | +560.0% |
| 10Y | +886.3% | +198.9% | +687.4% | +491.3% |
| All | +886.3% | +197.6% | +688.8% | +491.3% |
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