+8,398.6%
TPR vs DVA
+5,500.5%
+2,898.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +14.2% | +2.1% | +12.1% | +13.4% |
| 30D | +17.1% | +8.2% | +8.8% | +13.7% |
| 3M | -17.7% | +5.9% | -23.6% | -19.6% |
| 6M | -10.2% | -1.3% | -8.9% | -11.2% |
| YTD | +4.9% | +68.4% | -63.5% | -16.7% |
| 1Y | +36.1% | +57.5% | -21.3% | +10.7% |
| 3Y | +416.5% | +142.3% | +274.2% | +242.2% |
| 5Y | +254.8% | +75.0% | +179.8% | +151.4% |
| 10Y | +391.7% | +226.4% | +165.4% | +158.9% |
| All | +8,398.6% | +5,500.5% | +2,898.2% | +1,599.3% |
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