+26.4%
P vs DVA
+35.1%
-8.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.6% |
| 7D | +6.5% | +1.8% | +4.7% | +6.9% |
| 30D | +18.8% | -2.5% | +21.3% | +18.4% |
| 3M | +26.7% | -4.3% | +31.0% | +26.6% |
| 6M | +62.2% | +18.9% | +43.3% | +69.8% |
| YTD | +48.5% | +61.9% | -13.4% | +67.1% |
| 1Y | +26.4% | +35.7% | -9.3% | +35.0% |
| All | +26.4% | +35.1% | -8.8% | +35.0% |
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 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