-66.3%
SE vs DVA
+41.6%
-107.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.3% |
| 7D | -3.6% | +2.0% | -5.7% | -4.0% |
| 30D | -5.3% | -0.4% | -4.9% | -5.3% |
| 3M | +28.1% | -7.7% | +35.7% | +28.8% |
| 6M | +20.7% | +20.0% | +0.7% | +15.3% |
| YTD | -14.8% | +61.1% | -75.9% | -23.4% |
| 1Y | -43.6% | +33.9% | -77.4% | -47.3% |
| 3Y | +184.2% | +91.5% | +92.7% | +139.6% |
| 5Y | -66.3% | +41.8% | -108.1% | -71.4% |
| All | -66.3% | +41.6% | -107.9% | -71.4% |
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