+3.7%
U vs DVA
+35.1%
-31.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.5% |
| 7D | -3.8% | +1.8% | -5.6% | -3.2% |
| 30D | +17.5% | -2.5% | +19.9% | +16.6% |
| 3M | +38.7% | -4.3% | +43.0% | +38.8% |
| 6M | +104.4% | +18.9% | +85.6% | +126.3% |
| YTD | -5.7% | +61.9% | -67.6% | +21.7% |
| 1Y | +3.7% | +35.7% | -32.0% | +36.9% |
| All | +3.7% | +35.1% | -31.5% | +36.9% |
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