+292.2%
TER vs DVA
+91.2%
+201.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.9% |
| 7D | +12.4% | +2.0% | +10.3% | +12.0% |
| 30D | +5.1% | -0.4% | +5.5% | +5.1% |
| 3M | +4.0% | -7.7% | +11.6% | +4.4% |
| 6M | +29.5% | +20.0% | +9.6% | +22.8% |
| YTD | +98.5% | +61.1% | +37.4% | +75.2% |
| 1Y | +234.1% | +33.9% | +200.2% | +204.3% |
| All | +292.2% | +91.2% | +201.0% | +246.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling