+2,771.1%
NOW vs DVA
+277.6%
+2,493.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | +20.5% | -2.5% | +23.0% | +21.0% |
| 3M | +18.3% | -4.3% | +22.6% | +18.8% |
| 6M | +24.1% | +18.9% | +5.2% | +17.7% |
| YTD | -7.8% | +61.9% | -69.7% | -19.5% |
| 1Y | -21.4% | +35.7% | -57.1% | -28.5% |
| 3Y | +19.5% | +78.6% | -59.1% | -2.7% |
| 5Y | +4.1% | +39.2% | -35.1% | -11.6% |
| 10Y | +826.4% | +184.0% | +642.4% | +476.5% |
| All | +2,771.1% | +277.6% | +2,493.5% | +1,695.6% |
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