-70.6%
S vs DVA
+41.6%
-112.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | -1.2% | +2.0% | -3.2% | -1.4% |
| 30D | -12.6% | -0.4% | -12.2% | -12.5% |
| 3M | +27.6% | -7.7% | +35.2% | +27.9% |
| 6M | +35.5% | +20.0% | +15.5% | +32.3% |
| YTD | +29.6% | +61.1% | -31.5% | +21.4% |
| 1Y | +8.1% | +33.9% | -25.7% | +4.3% |
| 3Y | +14.8% | +91.5% | -76.8% | +4.5% |
| 5Y | -70.6% | +41.8% | -112.3% | -71.7% |
| All | -70.6% | +41.6% | -112.2% | -71.7% |
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