+153.1%
SO vs DVA
+187.8%
-34.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.1% | -1.3% | +0.3% | -0.9% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | -5.8% | -10.9% | +5.2% | -4.6% |
| 6M | -7.9% | +17.3% | -25.2% | -10.9% |
| YTD | +2.4% | +59.8% | -57.4% | -6.0% |
| 1Y | -2.3% | +36.3% | -38.5% | -8.1% |
| 3Y | +41.9% | +88.6% | -46.7% | +24.2% |
| 5Y | +58.1% | +47.5% | +10.5% | +41.8% |
| All | +153.1% | +187.8% | -34.7% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling