+196.3%
SE vs DVA
+88.7%
+107.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | -0.1% | -2.0% | +1.9% | 0.0% |
| 3M | +34.1% | -6.3% | +40.4% | +34.1% |
| 6M | +23.2% | +19.4% | +3.8% | +20.0% |
| YTD | -11.2% | +58.5% | -69.7% | -16.0% |
| 1Y | -40.5% | +33.9% | -74.4% | -42.2% |
| 3Y | +196.3% | +88.4% | +107.8% | +183.7% |
| All | +196.3% | +88.7% | +107.6% | +183.7% |
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 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