+4,437.5%
SITM vs DVA
+152.7%
+4,284.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.9% |
| 7D | +3.7% | +2.0% | +1.7% | +3.3% |
| 30D | -14.5% | -0.4% | -14.1% | -14.5% |
| 3M | -10.6% | -7.7% | -2.9% | -9.8% |
| 6M | +65.5% | +20.0% | +45.6% | +56.9% |
| YTD | +67.0% | +61.1% | +5.9% | +47.5% |
| 1Y | +138.6% | +33.9% | +104.7% | +119.9% |
| 3Y | +421.8% | +91.5% | +330.3% | +325.5% |
| 5Y | +172.4% | +41.8% | +130.7% | +136.6% |
| All | +4,437.5% | +152.7% | +4,284.7% | +4,500.6% |
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