+9.5%
S vs DVA
+35.1%
-25.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.6% |
| 7D | -7.7% | +1.8% | -9.5% | -7.4% |
| 30D | -5.3% | -2.5% | -2.8% | -5.6% |
| 3M | +20.3% | -4.3% | +24.5% | +20.4% |
| 6M | +47.4% | +18.9% | +28.5% | +54.7% |
| YTD | +32.5% | +61.9% | -29.4% | +50.4% |
| 1Y | +9.5% | +35.7% | -26.2% | +24.2% |
| All | +9.5% | +35.1% | -25.6% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling