-0.8%
REPL vs DVA
+162.1%
-162.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -3.0% | +1.8% | -4.8% | -3.5% |
| 30D | +27.1% | -2.5% | +29.6% | +27.8% |
| 3M | +52.4% | -4.3% | +56.6% | +52.6% |
| 6M | +107.4% | +18.9% | +88.6% | +95.2% |
| YTD | +54.7% | +61.9% | -7.2% | +32.5% |
| 1Y | +158.9% | +35.7% | +123.1% | +131.9% |
| 3Y | -23.7% | +78.6% | -102.4% | -42.8% |
| 5Y | -54.3% | +39.2% | -93.5% | -63.2% |
| All | -0.8% | +162.1% | -162.9% | -46.9% |
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