+469.1%
P vs DVA
+160.9%
+308.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.8% |
| 7D | -23.8% | +2.1% | -25.9% | -24.1% |
| 30D | -36.6% | +8.2% | -44.9% | -37.5% |
| 3M | +10.9% | +5.9% | +5.0% | +9.4% |
| 6M | +30.0% | -1.3% | +31.3% | +28.6% |
| YTD | +44.4% | +68.4% | -24.0% | +27.1% |
| 1Y | +3.9% | +57.5% | -53.5% | -7.2% |
| 3Y | +176.6% | +142.3% | +34.3% | +116.0% |
| 5Y | +249.3% | +75.0% | +174.3% | +185.1% |
| 10Y | +726.9% | +226.4% | +500.6% | +425.0% |
| All | +469.1% | +160.9% | +308.2% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling