+57.0%
T vs DVA
+63.0%
-6.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | +0.2% |
| 7D | +1.6% | -10.7% | +12.3% | +2.8% |
| 30D | -2.9% | -4.4% | +1.5% | -2.6% |
| 3M | -7.5% | -4.1% | -3.4% | -7.3% |
| 6M | -9.9% | -13.2% | +3.3% | -9.0% |
| YTD | -6.4% | +53.2% | -59.7% | -12.2% |
| 1Y | -9.4% | +40.8% | -50.2% | -14.1% |
| 3Y | +64.9% | +109.7% | -44.9% | +49.9% |
| 5Y | +57.0% | +64.5% | -7.6% | +42.4% |
| All | +57.0% | +63.0% | -6.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling