-0.4%
PL vs DVA
+62.2%
-62.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.8% | -12.1% | -6.0% |
| 7D | -11.7% | +4.7% | -16.5% | -11.3% |
| 30D | -27.1% | +7.8% | -34.9% | -26.6% |
| 3M | -44.6% | -15.5% | -29.1% | -44.7% |
| 6M | -67.2% | +25.0% | -92.2% | -66.5% |
| YTD | -35.9% | +69.6% | -105.4% | -31.8% |
| 1Y | -0.4% | +60.6% | -61.0% | +7.5% |
| All | -0.4% | +62.2% | -62.6% | +7.5% |
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 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