+112.5%
NET vs DVA
+40.3%
+72.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -7.0% | +1.8% | -8.8% | -7.2% |
| 30D | -4.8% | -2.5% | -2.3% | -4.5% |
| 3M | +3.8% | -4.3% | +8.1% | +4.0% |
| 6M | +50.0% | +18.9% | +31.2% | +44.5% |
| YTD | +41.5% | +61.9% | -20.5% | +27.7% |
| 1Y | +32.8% | +35.7% | -2.9% | +24.6% |
| 3Y | +335.9% | +78.6% | +257.2% | +269.6% |
| All | +112.5% | +40.3% | +72.2% | +80.2% |
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