+32.0%
Q vs DVA
+41.7%
-9.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.7% |
| 7D | +6.6% | +2.0% | +4.6% | +6.6% |
| 30D | -6.6% | -0.4% | -6.2% | -6.6% |
| 3M | -13.2% | -7.7% | -5.6% | -13.1% |
| 6M | +9.9% | +20.0% | -10.0% | +9.8% |
| YTD | +53.9% | +61.1% | -7.1% | +54.4% |
| All | +32.0% | +41.7% | -9.7% | +31.7% |
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 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