+291.1%
P vs DVA
+38.1%
+253.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +1.7% |
| 7D | +7.8% | +2.2% | +5.6% | +7.8% |
| 30D | +12.3% | -2.0% | +14.3% | +12.4% |
| 3M | +37.1% | -6.3% | +43.4% | +37.0% |
| 6M | +66.1% | +19.4% | +46.6% | +63.8% |
| YTD | +50.9% | +58.5% | -7.6% | +45.3% |
| 1Y | +27.2% | +33.9% | -6.6% | +24.4% |
| 3Y | +158.7% | +88.4% | +70.2% | +140.2% |
| 5Y | +291.1% | +39.5% | +251.6% | +279.2% |
| All | +291.1% | +38.1% | +253.0% | +279.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling