-66.9%
S vs DVA
+67.5%
-134.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | +1.4% | -1.6% | +3.0% | +1.4% |
| 30D | -10.8% | 0.0% | -10.8% | -10.9% |
| 3M | +5.4% | -2.4% | +7.8% | +5.4% |
| 6M | +41.2% | -9.8% | +51.0% | +41.7% |
| YTD | +56.2% | +57.8% | -1.6% | +45.5% |
| 1Y | +36.3% | +49.2% | -12.9% | +28.2% |
| 3Y | +49.4% | +116.0% | -66.6% | +32.9% |
| 5Y | -66.9% | +68.5% | -135.4% | -68.3% |
| All | -66.9% | +67.5% | -134.3% | -68.3% |
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