+516.5%
PL vs DVA
+105.9%
+410.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +10.0% | -8.8% | +18.8% | +11.1% |
| 30D | -2.3% | -3.4% | +1.1% | -2.2% |
| 3M | -44.2% | -2.6% | -41.6% | -44.4% |
| 6M | -66.1% | -11.9% | -54.2% | -65.9% |
| YTD | -30.0% | +53.6% | -83.6% | -39.4% |
| 1Y | +21.0% | +41.9% | -20.8% | +7.9% |
| 3Y | +516.5% | +97.5% | +419.0% | +300.9% |
| All | +516.5% | +105.9% | +410.6% | +300.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling