+90.1%
RF vs DVA
+40.3%
+49.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +1.3% | +1.8% | -0.5% | +1.0% |
| 30D | -3.6% | -2.5% | -1.1% | -3.2% |
| 3M | +8.1% | -4.3% | +12.3% | +8.3% |
| 6M | +11.5% | +18.9% | -7.4% | +6.0% |
| YTD | +15.6% | +61.9% | -46.4% | +1.5% |
| 1Y | +15.7% | +35.7% | -20.0% | +5.8% |
| 3Y | +86.9% | +78.6% | +8.2% | +56.2% |
| All | +90.1% | +40.3% | +49.8% | +77.5% |
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 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