-6.4%
T vs DVA
+62.2%
-68.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.6% |
| 7D | +5.5% | +4.7% | +0.7% | +5.1% |
| 30D | -8.9% | +7.8% | -16.7% | -9.5% |
| 3M | -5.6% | -15.5% | +9.9% | -4.6% |
| 6M | -14.3% | +25.0% | -39.3% | -16.8% |
| YTD | -7.9% | +69.6% | -77.5% | -15.7% |
| 1Y | -6.4% | +60.6% | -67.0% | -12.8% |
| All | -6.4% | +62.2% | -68.6% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling