+696.9%
P vs DVA
+186.3%
+510.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.3% |
| 7D | +5.0% | +2.0% | +3.0% | +4.7% |
| 30D | -0.9% | -0.4% | -0.6% | -1.0% |
| 3M | +38.7% | -7.7% | +46.3% | +39.4% |
| 6M | +54.4% | +20.0% | +34.4% | +47.7% |
| YTD | +44.8% | +61.1% | -16.2% | +29.8% |
| 1Y | +22.5% | +33.9% | -11.3% | +13.7% |
| 3Y | +148.2% | +91.5% | +56.7% | +106.2% |
| 5Y | +268.9% | +41.8% | +227.1% | +223.0% |
| 10Y | +696.9% | +187.5% | +509.4% | +455.2% |
| All | +696.9% | +186.3% | +510.6% | +455.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling