+2,227.1%
TER vs DVA
+5,194.7%
-2,967.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | -8.3% | -2.5% | -5.8% | -7.9% |
| 3M | -12.2% | -4.3% | -8.0% | -12.1% |
| 6M | +17.1% | +18.9% | -1.8% | +12.0% |
| YTD | +84.7% | +61.9% | +22.7% | +65.7% |
| 1Y | +199.9% | +35.7% | +164.2% | +177.4% |
| 3Y | +232.8% | +78.6% | +154.1% | +187.5% |
| 5Y | +198.6% | +39.2% | +159.4% | +164.2% |
| 10Y | +1,669.7% | +184.0% | +1,485.7% | +1,240.4% |
| All | +2,227.1% | +5,194.7% | -2,967.6% | +846.4% |
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