+29.7%
Q vs DVA
+39.4%
-9.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.5% | +2.4% |
| 7D | +6.7% | +2.2% | +4.5% | +6.7% |
| 30D | -10.6% | -2.0% | -8.6% | -10.6% |
| 3M | -14.6% | -6.3% | -8.3% | -14.5% |
| 6M | +12.1% | +19.4% | -7.4% | +12.1% |
| YTD | +51.3% | +58.5% | -7.2% | +51.8% |
| All | +29.7% | +39.4% | -9.7% | +29.5% |
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 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