+2,108.3%
SPY vs DVA
+4,923.3%
-2,815.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +2.6% | -8.8% | +11.4% | +3.9% |
| 30D | -2.0% | -3.4% | +1.4% | -1.7% |
| 3M | -2.8% | -2.6% | -0.2% | -2.7% |
| 6M | +2.1% | -11.9% | +14.0% | +3.2% |
| YTD | +11.5% | +53.6% | -42.2% | +3.1% |
| 1Y | +13.5% | +41.9% | -28.4% | +6.1% |
| 3Y | +77.7% | +97.5% | -19.8% | +56.7% |
| 5Y | +72.6% | +65.0% | +7.6% | +52.7% |
| 10Y | +308.2% | +193.2% | +114.9% | +226.9% |
| All | +2,108.3% | +4,923.3% | -2,815.0% | +1,246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling