-85.6%
SMR vs DVA
+62.2%
-147.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.2% | -4.5% |
| 7D | -9.5% | +4.7% | -14.3% | -9.5% |
| 30D | -33.2% | +7.8% | -41.0% | -33.1% |
| 3M | -45.9% | -15.5% | -30.4% | -45.5% |
| 6M | -57.9% | +25.0% | -82.9% | -59.9% |
| YTD | -63.8% | +69.6% | -133.4% | -68.0% |
| 1Y | -85.6% | +60.6% | -146.2% | -87.4% |
| All | -85.6% | +62.2% | -147.8% | -87.4% |
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