+11.9%
U vs DVA
+91.2%
-79.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.4% |
| 7D | +4.4% | +2.0% | +2.3% | +4.5% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | +49.6% | -7.7% | +57.2% | +48.9% |
| 6M | +100.2% | +20.0% | +80.2% | +102.2% |
| YTD | -3.7% | +61.1% | -64.8% | -4.4% |
| 1Y | -6.5% | +33.9% | -40.4% | -4.1% |
| All | +11.9% | +91.2% | -79.3% | -1.6% |
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