+22.5%
P vs DVA
+36.0%
-13.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -3.7% |
| 7D | +5.0% | +2.0% | +3.0% | +5.5% |
| 30D | -0.9% | -0.4% | -0.6% | -0.9% |
| 3M | +38.7% | -7.7% | +46.3% | +37.4% |
| 6M | +54.4% | +20.0% | +34.4% | +62.3% |
| YTD | +44.8% | +61.1% | -16.2% | +63.0% |
| 1Y | +22.5% | +33.9% | -11.3% | +27.8% |
| All | +22.5% | +36.0% | -13.5% | +27.8% |
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