-79.9%
SPXU vs DVA
+89.6%
-169.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.2% |
| 30D | +4.2% | 0.0% | +4.2% | +4.2% |
| 3M | -9.3% | -10.9% | +1.7% | -10.6% |
| 6M | -30.7% | +17.3% | -48.0% | -27.1% |
| YTD | -28.1% | +59.8% | -87.9% | -18.0% |
| 1Y | -35.2% | +36.3% | -71.5% | -29.7% |
| 3Y | -79.9% | +88.6% | -168.5% | -76.1% |
| All | -79.9% | +89.6% | -169.6% | -76.1% |
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