-52.3%
TEAM vs DVA
+46.8%
-99.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | +15.8% | 0.0% | +15.7% | +15.7% |
| 3M | +101.5% | -10.9% | +112.4% | +103.2% |
| 6M | +138.2% | +17.3% | +120.9% | +131.4% |
| YTD | +10.8% | +59.8% | -49.0% | +1.2% |
| 1Y | +1.7% | +36.3% | -34.6% | -4.0% |
| 3Y | -16.0% | +88.6% | -104.6% | -27.3% |
| All | -52.3% | +46.8% | -99.1% | -61.0% |
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