+2,327.9%
NDAQ vs DVA
+2,209.5%
+118.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.2% |
| 7D | -2.4% | +1.8% | -4.3% | -2.9% |
| 30D | +2.5% | -2.5% | +4.9% | +3.0% |
| 3M | +9.9% | -4.3% | +14.2% | +10.3% |
| 6M | +9.4% | +18.9% | -9.4% | +2.3% |
| YTD | +0.4% | +61.9% | -61.5% | -15.5% |
| 1Y | +4.0% | +35.7% | -31.7% | -8.0% |
| 3Y | +94.4% | +78.6% | +15.7% | +51.7% |
| 5Y | +56.7% | +39.2% | +17.5% | +26.7% |
| 10Y | +375.3% | +184.0% | +191.3% | +172.4% |
| All | +2,327.9% | +2,209.5% | +118.4% | +594.9% |
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