+15.1%
TEAM vs DVA
+62.2%
-47.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | +0.3% |
| 7D | -13.7% | +4.7% | -18.5% | -13.0% |
| 30D | -3.4% | +7.8% | -11.2% | -2.1% |
| 3M | +72.1% | -15.5% | +87.6% | +66.0% |
| 6M | +103.8% | +25.0% | +78.8% | +120.2% |
| YTD | +17.1% | +69.6% | -52.5% | +36.0% |
| 1Y | +15.1% | +60.6% | -45.5% | +35.5% |
| All | +15.1% | +62.2% | -47.1% | +35.5% |
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