+62.5%
T vs DVA
+193.2%
-130.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.5% | -8.8% | +11.3% | +4.2% |
| 30D | -3.8% | -3.4% | -0.4% | -3.3% |
| 3M | -8.7% | -2.6% | -6.2% | -8.6% |
| 6M | -8.1% | -11.9% | +3.8% | -6.9% |
| YTD | -6.4% | +53.6% | -60.1% | -16.0% |
| 1Y | -9.8% | +41.9% | -51.6% | -17.6% |
| 3Y | +65.5% | +97.5% | -32.0% | +38.3% |
| 5Y | +57.0% | +65.0% | -8.0% | +31.3% |
| All | +62.5% | +193.2% | -130.7% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling