+341.8%
RF vs DVA
+184.6%
+157.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.4% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | -3.6% | -2.5% | -1.1% | -3.0% |
| 3M | +8.1% | -4.3% | +12.3% | +8.4% |
| 6M | +11.5% | +18.9% | -7.4% | +4.0% |
| YTD | +15.6% | +61.9% | -46.4% | -2.7% |
| 1Y | +15.7% | +35.7% | -20.0% | +2.6% |
| 3Y | +86.9% | +78.6% | +8.2% | +46.9% |
| 5Y | +89.8% | +39.2% | +50.6% | +57.0% |
| All | +341.8% | +184.6% | +157.1% | +180.5% |
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 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