+191.0%
MOD vs DVA
+105.9%
+85.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.3% | +27.6% | +27.8% |
| 7D | +40.4% | -8.8% | +49.2% | +41.7% |
| 30D | -14.0% | -3.4% | -10.6% | -14.1% |
| 3M | -33.3% | -2.6% | -30.8% | -33.7% |
| 6M | -51.4% | -11.9% | -39.5% | -51.3% |
| YTD | +1.6% | +53.6% | -52.0% | -13.5% |
| 1Y | +5.4% | +41.9% | -36.5% | -8.2% |
| 3Y | +191.0% | +97.5% | +93.5% | +84.8% |
| All | +191.0% | +105.9% | +85.0% | +84.8% |
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