+753.4%
MOD vs DVA
+75.9%
+677.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.0% |
| 7D | -25.5% | +2.1% | -27.6% | -26.0% |
| 30D | -49.0% | +8.2% | -57.2% | -49.9% |
| 3M | -49.8% | +5.9% | -55.7% | -50.6% |
| 6M | -64.8% | -1.3% | -63.5% | -65.2% |
| YTD | -27.6% | +68.4% | -96.1% | -37.6% |
| 1Y | -35.2% | +57.5% | -92.7% | -43.3% |
| 3Y | +137.1% | +142.3% | -5.2% | +87.8% |
| All | +753.4% | +75.9% | +677.5% | +618.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling