+610.1%
T vs DVA
+4,909.2%
-4,299.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | +0.2% |
| 7D | +1.6% | -10.7% | +12.3% | +2.9% |
| 30D | -2.9% | -4.4% | +1.5% | -2.5% |
| 3M | -7.5% | -4.1% | -3.4% | -7.2% |
| 6M | -9.9% | -13.2% | +3.3% | -8.9% |
| YTD | -6.4% | +53.2% | -59.7% | -12.0% |
| 1Y | -9.4% | +40.8% | -50.2% | -14.0% |
| 3Y | +64.9% | +109.7% | -44.9% | +48.3% |
| 5Y | +57.0% | +64.5% | -7.6% | +42.5% |
| 10Y | +60.8% | +192.4% | -131.6% | +35.4% |
| All | +610.1% | +4,909.2% | -4,299.1% | +371.1% |
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