+589.4%
SE vs DVA
+211.9%
+377.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -6.1% | +1.8% | -7.9% | -6.5% |
| 30D | -2.5% | -2.5% | 0.0% | -2.0% |
| 3M | +21.7% | -4.3% | +26.0% | +21.8% |
| 6M | +27.0% | +18.9% | +8.1% | +19.6% |
| YTD | -12.1% | +61.9% | -74.1% | -24.3% |
| 1Y | -40.9% | +35.7% | -76.6% | -46.7% |
| 3Y | +191.0% | +78.6% | +112.3% | +135.1% |
| 5Y | -68.3% | +39.2% | -107.5% | -73.1% |
| All | +589.4% | +211.9% | +377.5% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling