+614.2%
TEAM vs DVA
+145.8%
+468.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.4% | -8.8% | +6.4% | -1.0% |
| 30D | -26.7% | -3.4% | -23.3% | -26.4% |
| 3M | -9.6% | -2.6% | -7.1% | -9.4% |
| 6M | +86.0% | -11.9% | +97.9% | +88.4% |
| YTD | -7.5% | +53.6% | -61.1% | -17.0% |
| 1Y | -1.4% | +41.9% | -43.2% | -10.0% |
| 3Y | -14.3% | +97.5% | -111.8% | -28.4% |
| 5Y | -66.3% | +65.0% | -131.3% | -71.5% |
| 10Y | +445.6% | +193.2% | +252.4% | +270.7% |
| All | +614.2% | +145.8% | +468.4% | +495.8% |
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