+18.0%
Q vs DVA
+62.2%
-44.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | 0.0% |
| 7D | -3.3% | +4.7% | -8.0% | -3.2% |
| 30D | -9.7% | +7.8% | -17.5% | -9.5% |
| 3M | -16.1% | -15.5% | -0.6% | -15.7% |
| 6M | -15.7% | +25.0% | -40.7% | -15.4% |
| YTD | +45.7% | +69.6% | -23.8% | +47.0% |
| 1Y | +18.0% | +60.6% | -42.6% | +17.8% |
| All | +18.0% | +62.2% | -44.1% | +17.8% |
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