+15.2%
NYT vs DVA
+62.8%
-47.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -5.5% | +0.8% | -6.3% | -5.7% |
| 30D | +2.7% | +8.0% | -5.3% | +0.9% |
| 3M | +0.5% | +3.2% | -2.8% | -0.4% |
| 6M | -14.6% | +24.1% | -38.6% | -14.6% |
| YTD | -4.4% | +71.5% | -75.9% | -1.2% |
| 1Y | +15.2% | +60.8% | -45.6% | +20.9% |
| All | +15.2% | +62.8% | -47.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling