+526.5%
P vs DVA
+150.2%
+376.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +4.1% |
| 7D | -4.7% | -4.8% | 0.0% | -4.2% |
| 30D | -31.4% | +0.9% | -32.4% | -31.7% |
| 3M | -2.6% | +2.9% | -5.5% | -3.6% |
| 6M | +21.9% | -7.8% | +29.7% | +21.8% |
| YTD | +58.9% | +61.5% | -2.6% | +40.7% |
| 1Y | +21.7% | +50.1% | -28.3% | +9.5% |
| 3Y | +193.3% | +121.1% | +72.2% | +133.3% |
| 5Y | +275.1% | +72.9% | +202.2% | +205.0% |
| 10Y | +655.3% | +208.2% | +447.1% | +385.0% |
| All | +526.5% | +150.2% | +376.2% | +335.5% |
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