+67.5%
NDAQ vs DVA
+63.0%
+4.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.7% |
| 7D | +1.7% | -10.7% | +12.4% | +2.2% |
| 30D | +16.2% | -4.4% | +20.6% | +16.4% |
| 3M | +14.0% | -4.1% | +18.1% | +14.1% |
| 6M | +22.3% | -13.2% | +35.5% | +22.7% |
| YTD | +13.0% | +53.2% | -40.2% | +9.7% |
| 1Y | +24.0% | +40.8% | -16.8% | +21.4% |
| 3Y | +117.1% | +109.7% | +7.3% | +103.9% |
| 5Y | +67.5% | +64.5% | +3.0% | +60.1% |
| All | +67.5% | +63.0% | +4.6% | +60.1% |
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