+76.5%
SPY vs DVA
+91.2%
-14.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -0.4% | +2.0% | -2.4% | -0.5% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | +3.7% | -7.7% | +11.4% | +3.9% |
| 6M | +13.0% | +20.0% | -7.0% | +10.8% |
| YTD | +12.4% | +61.1% | -48.7% | +7.1% |
| 1Y | +18.5% | +33.9% | -15.3% | +15.3% |
| All | +76.5% | +91.2% | -14.7% | +66.9% |
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