+469.3%
MOD vs DVA
+5,239.3%
-4,770.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.0% | +12.9% | +10.4% |
| 7D | -13.9% | -0.1% | -13.8% | -14.3% |
| 30D | -41.5% | +3.5% | -45.0% | -42.3% |
| 3M | -45.7% | +1.0% | -46.7% | -46.3% |
| 6M | -61.1% | -6.6% | -54.5% | -61.3% |
| YTD | -20.5% | +63.3% | -83.8% | -29.7% |
| 1Y | -32.1% | +50.0% | -82.1% | -39.1% |
| 3Y | +146.5% | +120.1% | +26.4% | +103.4% |
| 5Y | +812.7% | +73.7% | +739.0% | +667.3% |
| 10Y | +966.8% | +212.7% | +754.1% | +698.2% |
| All | +469.3% | +5,239.3% | -4,770.0% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling