+82.3%
PL vs DVA
+40.3%
+42.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | -9.3% | +1.8% | -11.1% | -9.6% |
| 30D | -18.9% | -2.5% | -16.4% | -18.6% |
| 3M | -58.4% | -4.3% | -54.1% | -58.3% |
| 6M | -30.3% | +18.9% | -49.2% | -33.5% |
| YTD | -8.1% | +61.9% | -70.1% | -19.2% |
| 1Y | +180.5% | +35.7% | +144.8% | +156.7% |
| 3Y | +444.1% | +78.6% | +365.5% | +365.5% |
| All | +82.3% | +40.3% | +42.0% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling