-61.6%
MOD vs DVA
-11.9%
-49.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -2.7% |
| 7D | +16.1% | -10.7% | +26.7% | +10.6% |
| 30D | -38.5% | -4.4% | -34.1% | -38.9% |
| 3M | -46.8% | -4.1% | -42.7% | -46.9% |
| 6M | -61.6% | -13.2% | -48.4% | -58.1% |
| All | -61.6% | -11.9% | -49.7% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling