+39.1%
O vs DVA
+105.9%
-66.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.4% | -8.8% | +8.4% | +0.6% |
| 30D | +7.1% | -3.4% | +10.5% | +7.4% |
| 3M | -5.2% | -2.6% | -2.7% | -5.2% |
| 6M | -1.8% | -11.9% | +10.1% | -0.9% |
| YTD | +9.1% | +53.6% | -44.6% | +1.7% |
| 1Y | +9.7% | +41.9% | -32.2% | +3.5% |
| 3Y | +39.1% | +97.5% | -58.4% | +13.7% |
| All | +39.1% | +105.9% | -66.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling