+979.7%
MOD vs DVA
+5,194.7%
-4,215.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | +9.6% | +1.8% | +7.8% | +9.2% |
| 30D | 0.0% | -2.5% | +2.5% | +0.4% |
| 3M | -35.4% | -4.3% | -31.1% | -35.2% |
| 6M | -7.3% | +18.9% | -26.1% | -11.6% |
| YTD | +45.8% | +61.9% | -16.1% | +30.2% |
| 1Y | +43.1% | +35.7% | +7.4% | +31.9% |
| 3Y | +297.7% | +78.6% | +219.0% | +242.3% |
| 5Y | +1,478.8% | +39.2% | +1,439.5% | +1,294.9% |
| 10Y | +1,633.4% | +184.0% | +1,449.4% | +1,227.8% |
| All | +979.7% | +5,194.7% | -4,215.0% | +568.1% |
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 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