+239.8%
RF vs DVA
+197.6%
+42.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +6.2% | 0.0% | +6.2% | +5.9% |
| 3M | -7.8% | -2.4% | -5.4% | -7.7% |
| 6M | +5.9% | -9.8% | +15.7% | +7.3% |
| YTD | +9.0% | +57.8% | -48.8% | -8.0% |
| 1Y | +19.3% | +49.2% | -29.9% | +2.3% |
| 3Y | +116.4% | +116.0% | +0.4% | +60.2% |
| 5Y | +46.0% | +68.5% | -22.5% | +11.8% |
| 10Y | +239.8% | +198.9% | +40.9% | +109.9% |
| All | +239.8% | +197.6% | +42.2% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling