+77.7%
SPY vs DVA
+105.9%
-28.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +2.6% | -8.8% | +11.4% | +3.2% |
| 30D | -2.0% | -3.4% | +1.4% | -1.8% |
| 3M | -2.8% | -2.6% | -0.2% | -2.8% |
| 6M | +2.1% | -11.9% | +14.0% | +2.5% |
| YTD | +11.5% | +53.6% | -42.2% | +5.6% |
| 1Y | +13.5% | +41.9% | -28.4% | +8.6% |
| 3Y | +77.7% | +97.5% | -19.8% | +57.9% |
| All | +77.7% | +105.9% | -28.2% | +57.9% |
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