+18.4%
U vs DVA
+62.2%
-43.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +6.7% |
| 7D | +7.5% | +4.7% | +2.7% | +9.1% |
| 30D | -7.0% | +7.8% | -14.8% | -4.7% |
| 3M | +20.6% | -15.5% | +36.1% | +13.5% |
| 6M | +53.2% | +25.0% | +28.1% | +74.3% |
| YTD | -3.9% | +69.6% | -73.5% | +33.1% |
| 1Y | +18.4% | +60.6% | -42.2% | +63.0% |
| All | +18.4% | +62.2% | -43.8% | +63.0% |
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