+187.0%
SLV vs DVA
+91.2%
+95.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.2% |
| 7D | +2.8% | +2.0% | +0.8% | +2.7% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | +2.9% | -7.7% | +10.6% | +2.7% |
| 6M | -22.4% | +20.0% | -42.4% | -23.5% |
| YTD | -5.7% | +61.1% | -66.8% | -8.2% |
| 1Y | +63.3% | +33.9% | +29.4% | +60.6% |
| All | +187.0% | +91.2% | +95.8% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling