+2,627.5%
NDAQ vs DVA
+2,091.1%
+536.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.3% | -8.8% | +10.0% | +3.6% |
| 30D | +18.0% | -3.4% | +21.4% | +18.7% |
| 3M | +11.5% | -2.6% | +14.1% | +11.7% |
| 6M | +21.1% | -11.9% | +33.0% | +23.4% |
| YTD | +12.8% | +53.6% | -40.8% | -4.2% |
| 1Y | +25.7% | +41.9% | -16.2% | +9.3% |
| 3Y | +116.8% | +97.5% | +19.3% | +64.4% |
| 5Y | +67.3% | +65.0% | +2.3% | +26.2% |
| 10Y | +473.3% | +193.2% | +280.1% | +220.9% |
| All | +2,627.5% | +2,091.1% | +536.4% | +687.8% |
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