+14.7%
S vs DVA
+88.7%
-74.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -2.2% |
| 7D | -5.8% | +2.2% | -8.0% | -5.9% |
| 30D | -9.2% | -2.0% | -7.2% | -9.1% |
| 3M | +23.4% | -6.3% | +29.6% | +23.3% |
| 6M | +36.9% | +19.4% | +17.5% | +34.4% |
| YTD | +29.5% | +58.5% | -29.0% | +22.2% |
| 1Y | +5.4% | +33.9% | -28.4% | +3.0% |
| 3Y | +14.7% | +88.4% | -73.7% | +1.1% |
| All | +14.7% | +88.7% | -74.0% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling