+87.5%
U vs DVA
+105.9%
-18.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.3% |
| 7D | +2.6% | -8.8% | +11.3% | +1.9% |
| 30D | +27.6% | -3.4% | +31.0% | +27.4% |
| 3M | +15.3% | -2.6% | +17.9% | +15.3% |
| 6M | +96.4% | -11.9% | +108.3% | +95.0% |
| YTD | +19.6% | +53.6% | -34.1% | +19.6% |
| 1Y | +42.1% | +41.9% | +0.3% | +44.5% |
| 3Y | +87.5% | +97.5% | -10.0% | +24.0% |
| All | +87.5% | +105.9% | -18.4% | +24.0% |
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 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