-66.5%
U vs DVA
+46.8%
-113.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.5% | -1.3% | +6.8% | +5.6% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +64.6% | -10.9% | +75.5% | +65.7% |
| 6M | +119.4% | +17.3% | +102.1% | +112.0% |
| YTD | -0.5% | +59.8% | -60.3% | -11.0% |
| 1Y | +1.3% | +36.3% | -35.0% | -5.7% |
| 3Y | +15.6% | +88.6% | -73.0% | -6.5% |
| All | -66.5% | +46.8% | -113.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling