+65.7%
T vs DVA
+42.2%
+23.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -3.1% | +2.0% | -5.1% | -3.3% |
| 30D | +4.6% | -0.4% | +4.9% | +4.6% |
| 3M | +12.2% | -7.7% | +19.9% | +12.8% |
| 6M | -6.5% | +20.0% | -26.4% | -9.1% |
| YTD | +4.9% | +61.1% | -56.2% | -2.1% |
| 1Y | -10.5% | +33.9% | -44.4% | -14.7% |
| 3Y | +104.6% | +91.5% | +13.1% | +86.0% |
| All | +65.7% | +42.2% | +23.5% | +57.0% |
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