-44.2%
SE vs DVA
+33.5%
-77.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.0% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -18.1% | +1.7% | -19.8% | -18.1% |
| 3M | +30.6% | -8.7% | +39.3% | +29.9% |
| 6M | +20.8% | +19.7% | +1.1% | +21.1% |
| YTD | -15.6% | +59.6% | -75.2% | -10.2% |
| 1Y | -44.2% | +37.1% | -81.3% | -41.3% |
| All | -44.2% | +33.5% | -77.7% | -41.3% |
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 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