+180.5%
PL vs DVA
+35.1%
+145.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.1% |
| 7D | -9.3% | +1.8% | -11.1% | -9.2% |
| 30D | -18.9% | -2.5% | -16.4% | -19.1% |
| 3M | -58.4% | -4.3% | -54.1% | -58.2% |
| 6M | -30.3% | +18.9% | -49.2% | -28.3% |
| YTD | -8.1% | +61.9% | -70.1% | +0.6% |
| 1Y | +180.5% | +35.7% | +144.8% | +161.5% |
| All | +180.5% | +35.1% | +145.3% | +161.5% |
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