+1,381.0%
NET vs DVA
+216.7%
+1,164.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.3% | -3.3% |
| 7D | -16.4% | +4.7% | -21.1% | -16.9% |
| 30D | -25.8% | +7.8% | -33.6% | -26.6% |
| 3M | -11.5% | -15.5% | +4.0% | -10.0% |
| 6M | +18.9% | +25.0% | -6.1% | +14.1% |
| YTD | +35.2% | +69.6% | -34.4% | +22.3% |
| 1Y | +14.5% | +60.6% | -46.1% | +4.6% |
| 3Y | +313.8% | +142.5% | +171.3% | +242.4% |
| 5Y | +32.6% | +84.8% | -52.2% | +12.6% |
| All | +1,381.0% | +216.7% | +1,164.3% | +1,117.6% |
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