-13.6%
SKDD vs DVA
-17.6%
+4.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.8% | +4.6% | +8.9% |
| 7D | +28.7% | +4.7% | +23.9% | +26.7% |
| 30D | +54.1% | +7.8% | +46.3% | +49.9% |
| 3M | -22.7% | -15.5% | -7.2% | -21.1% |
| All | -13.6% | -17.6% | +4.0% | -11.5% |
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 · Available span rolling