+18.9%
NET vs DVA
+27.0%
-8.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.3% | -2.6% |
| 7D | -16.4% | +4.7% | -21.1% | -16.2% |
| 30D | -25.8% | +7.8% | -33.6% | -25.7% |
| 3M | -11.5% | -15.5% | +4.0% | -11.8% |
| 6M | +18.9% | +25.0% | -6.1% | +22.4% |
| All | +18.9% | +27.0% | -8.1% | +22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling