-39.0%
U vs DVA
+103.5%
-142.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.8% | +1.8% | -5.6% | -4.0% |
| 30D | +17.5% | -2.5% | +19.9% | +17.6% |
| 3M | +38.7% | -4.3% | +43.0% | +38.5% |
| 6M | +104.4% | +18.9% | +85.6% | +98.0% |
| YTD | -5.7% | +61.9% | -67.6% | -14.8% |
| 1Y | +3.7% | +35.7% | -32.0% | -2.4% |
| 3Y | +12.3% | +78.6% | -66.3% | -4.7% |
| 5Y | -68.8% | +39.2% | -108.0% | -74.6% |
| All | -39.0% | +103.5% | -142.6% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling