+1,972.6%
NOW vs DVA
+292.7%
+1,679.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -3.0% | +2.1% | -5.0% | -3.4% |
| 30D | -26.0% | +8.2% | -34.3% | -27.5% |
| 3M | -13.1% | +5.9% | -19.0% | -14.5% |
| 6M | +14.5% | -1.3% | +15.8% | +13.5% |
| YTD | -33.4% | +68.4% | -101.9% | -42.6% |
| 1Y | -40.6% | +57.5% | -98.1% | -48.0% |
| 3Y | -16.3% | +142.3% | -158.6% | -37.1% |
| 5Y | -26.3% | +75.0% | -101.3% | -41.8% |
| 10Y | +512.7% | +226.4% | +286.4% | +261.0% |
| All | +1,972.6% | +292.7% | +1,679.8% | +1,180.0% |
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