+33.0%
Q vs DVA
+40.6%
-7.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +4.9% | -1.3% | +6.2% | +5.0% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | -15.2% | -10.9% | -4.2% | -15.0% |
| 6M | +8.8% | +17.3% | -8.4% | +8.6% |
| YTD | +55.1% | +59.8% | -4.7% | +55.6% |
| All | +33.0% | +40.6% | -7.6% | +32.7% |
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