+790.9%
NOW vs DVA
+186.3%
+604.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -4.1% | +2.0% | -6.1% | -4.4% |
| 30D | +2.9% | -0.4% | +3.2% | +2.9% |
| 3M | +22.6% | -7.7% | +30.2% | +23.7% |
| 6M | +7.5% | +20.0% | -12.4% | +2.8% |
| YTD | -14.4% | +61.1% | -75.5% | -23.7% |
| 1Y | -29.8% | +33.9% | -63.7% | -34.9% |
| 3Y | +9.2% | +91.5% | -82.3% | -10.2% |
| 5Y | +0.8% | +41.8% | -40.9% | -12.6% |
| 10Y | +790.9% | +187.5% | +603.4% | +521.8% |
| All | +790.9% | +186.3% | +604.6% | +521.8% |
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