+229.2%
TER vs DVA
+36.3%
+192.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +6.4% | -1.3% | +7.7% | +6.5% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | -0.4% | -10.9% | +10.5% | 0.0% |
| 6M | +25.8% | +17.3% | +8.6% | +20.2% |
| YTD | +96.4% | +59.8% | +36.6% | +71.6% |
| 1Y | +229.2% | +36.3% | +193.0% | +171.9% |
| All | +229.2% | +36.3% | +192.9% | +171.9% |
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