+44.4%
SITM vs DVA
+62.2%
-17.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.8% | -15.1% | -9.1% |
| 7D | -19.5% | +4.7% | -24.3% | -19.3% |
| 30D | -43.2% | +7.8% | -51.0% | -43.0% |
| 3M | -30.8% | -15.5% | -15.3% | -29.0% |
| 6M | -28.6% | +25.0% | -53.6% | -30.3% |
| YTD | +14.2% | +69.6% | -55.4% | +19.3% |
| 1Y | +44.4% | +60.6% | -16.2% | +54.2% |
| All | +44.4% | +62.2% | -17.8% | +54.2% |
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