-1.6%
NDAQ vs DVA
+33.5%
-35.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.4% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -3.2% | +1.7% | -4.8% | -3.0% |
| 3M | +6.5% | -8.7% | +15.1% | +6.0% |
| 6M | +5.7% | +19.7% | -13.9% | +10.7% |
| YTD | -4.6% | +59.6% | -64.2% | +9.8% |
| 1Y | -1.6% | +37.1% | -38.7% | +11.4% |
| All | -1.6% | +33.5% | -35.1% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling