+28.6%
P vs DVA
+42.3%
-13.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.8% |
| 7D | +11.6% | -8.8% | +20.4% | +9.1% |
| 30D | -23.7% | -3.4% | -20.3% | -23.9% |
| 3M | -8.0% | -2.6% | -5.4% | -8.0% |
| 6M | +27.9% | -11.9% | +39.8% | +26.6% |
| YTD | +61.2% | +53.6% | +7.5% | +76.8% |
| 1Y | +28.6% | +41.9% | -13.2% | +46.4% |
| All | +28.6% | +42.3% | -13.7% | +46.4% |
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