+196.4%
SO vs DVA
+193.2%
+3.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.4% | -8.8% | +10.1% | +2.6% |
| 30D | +4.7% | -3.4% | +8.1% | +5.0% |
| 3M | +1.7% | -2.6% | +4.3% | +1.8% |
| 6M | +2.2% | -11.9% | +14.0% | +3.2% |
| YTD | +10.0% | +53.6% | -43.7% | +1.2% |
| 1Y | +6.0% | +41.9% | -35.8% | -1.2% |
| 3Y | +54.1% | +97.5% | -43.4% | +33.9% |
| 5Y | +79.6% | +65.0% | +14.7% | +56.2% |
| All | +196.4% | +193.2% | +3.2% | +130.0% |
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