+1,921.4%
NI vs DVA
+5,166.5%
-3,245.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | +1.3% | +2.0% | -0.8% | +1.1% |
| 30D | -0.3% | -0.4% | +0.1% | -0.3% |
| 3M | -9.5% | -7.7% | -1.8% | -9.0% |
| 6M | -10.2% | +20.0% | -30.2% | -12.2% |
| YTD | +1.8% | +61.1% | -59.3% | -3.3% |
| 1Y | +5.7% | +33.9% | -28.2% | +2.0% |
| 3Y | +69.6% | +91.5% | -21.9% | +57.1% |
| 5Y | +95.8% | +41.8% | +54.0% | +83.9% |
| 10Y | +145.1% | +187.5% | -42.4% | +114.1% |
| All | +1,921.4% | +5,166.5% | -3,245.1% | +1,496.5% |
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