+494.4%
TEAM vs DVA
+187.8%
+306.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | +15.8% | 0.0% | +15.7% | +15.7% |
| 3M | +101.5% | -10.9% | +112.4% | +104.0% |
| 6M | +138.2% | +17.3% | +120.9% | +129.6% |
| YTD | +10.8% | +59.8% | -49.0% | -0.1% |
| 1Y | +1.7% | +36.3% | -34.6% | -5.4% |
| 3Y | -16.0% | +88.6% | -104.6% | -28.1% |
| 5Y | -52.7% | +47.5% | -100.2% | -58.5% |
| All | +494.4% | +187.8% | +306.6% | +362.1% |
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 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