+18.9%
UL vs DVA
+46.8%
-27.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | +0.5% | 0.0% | +0.5% | +0.5% |
| 3M | +7.2% | -10.9% | +18.2% | +8.1% |
| 6M | -3.1% | +17.3% | -20.3% | -5.0% |
| YTD | -2.7% | +59.8% | -62.5% | -7.4% |
| 1Y | -10.2% | +36.3% | -46.5% | -13.4% |
| 3Y | +20.3% | +88.6% | -68.3% | +12.0% |
| All | +18.9% | +46.8% | -27.9% | +16.1% |
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