+29.1%
Q vs DVA
+34.8%
-5.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.1% | -3.1% |
| 7D | +11.5% | -10.7% | +22.1% | +11.3% |
| 30D | -0.2% | -4.4% | +4.2% | -0.2% |
| 3M | -13.6% | -4.1% | -9.5% | -13.7% |
| 6M | -27.0% | -13.2% | -13.8% | -26.9% |
| YTD | +50.5% | +53.2% | -2.7% | +50.9% |
| 1Y | +33.8% | +40.8% | -7.1% | +33.5% |
| All | +29.1% | +34.8% | -5.7% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling