-59.0%
SKUU vs DVA
-17.6%
-41.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.8% | -16.1% | -9.0% |
| 7D | -25.6% | +4.7% | -30.4% | -24.3% |
| 30D | -49.6% | +7.8% | -57.4% | -48.0% |
| 3M | -26.8% | -15.5% | -11.4% | -27.8% |
| All | -59.0% | -17.6% | -41.3% | -59.6% |
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 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