+7,250.2%
SU vs DVA
+5,118.1%
+2,132.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +9.6% | +1.7% | +8.0% | +9.3% |
| 3M | +11.7% | -8.7% | +20.4% | +12.7% |
| 6M | +21.9% | +19.7% | +2.3% | +18.1% |
| YTD | +58.6% | +59.6% | -1.0% | +47.3% |
| 1Y | +66.5% | +37.1% | +29.4% | +57.6% |
| 3Y | +121.4% | +89.8% | +31.7% | +97.8% |
| 5Y | +355.7% | +47.4% | +308.4% | +313.3% |
| 10Y | +264.2% | +184.9% | +79.3% | +199.7% |
| All | +7,250.2% | +5,118.1% | +2,132.1% | +5,293.4% |
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