+3,942.7%
O vs DVA
+5,194.7%
-1,252.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.7% | +1.8% | -2.6% | -1.0% |
| 30D | -1.9% | -2.5% | +0.6% | -1.6% |
| 3M | +3.8% | -4.3% | +8.1% | +4.1% |
| 6M | -4.7% | +18.9% | -23.6% | -7.3% |
| YTD | +12.5% | +61.9% | -49.5% | +5.3% |
| 1Y | +10.8% | +35.7% | -24.9% | +5.8% |
| 3Y | +28.8% | +78.6% | -49.9% | +17.8% |
| 5Y | +13.2% | +39.2% | -26.0% | +4.9% |
| 10Y | +53.5% | +184.0% | -130.6% | +29.1% |
| All | +3,942.7% | +5,194.7% | -1,252.0% | +2,824.5% |
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