+52.5%
NDAQ vs DVA
+41.6%
+10.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -1.6% | +2.0% | -3.6% | -1.6% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +8.0% | -7.7% | +15.7% | +8.3% |
| 6M | +7.7% | +20.0% | -12.2% | +6.6% |
| YTD | -2.3% | +61.1% | -63.4% | -5.2% |
| 1Y | +0.6% | +33.9% | -33.3% | -0.7% |
| 3Y | +90.9% | +91.5% | -0.6% | +81.4% |
| 5Y | +52.5% | +41.8% | +10.7% | +47.3% |
| All | +52.5% | +41.6% | +10.8% | +47.3% |
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