+2.6%
NOW vs DVA
+38.1%
-35.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.9% |
| 7D | -6.1% | +2.2% | -8.3% | -6.2% |
| 30D | +7.5% | -2.0% | +9.5% | +7.6% |
| 3M | +17.5% | -6.3% | +23.8% | +17.9% |
| 6M | +7.9% | +19.4% | -11.5% | +6.5% |
| YTD | -12.4% | +58.5% | -70.9% | -16.2% |
| 1Y | -28.6% | +33.9% | -62.4% | -30.3% |
| 3Y | +11.8% | +88.4% | -76.6% | +1.7% |
| 5Y | +2.6% | +39.5% | -36.9% | -6.8% |
| All | +2.6% | +38.1% | -35.4% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling