+140.2%
NI vs DVA
+187.8%
-47.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -1.3% | +1.4% | +0.2% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | -10.6% | -10.9% | +0.4% | -9.3% |
| 6M | -9.3% | +17.3% | -26.6% | -12.2% |
| YTD | +1.1% | +59.8% | -58.7% | -7.3% |
| 1Y | +3.4% | +36.3% | -32.9% | -2.8% |
| 3Y | +67.9% | +88.6% | -20.7% | +46.3% |
| 5Y | +98.0% | +47.5% | +50.4% | +77.0% |
| All | +140.2% | +187.8% | -47.6% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling