+81.3%
USB vs DVA
+193.2%
-111.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.6% | -8.8% | +11.4% | +4.8% |
| 30D | +8.4% | -3.4% | +11.8% | +9.0% |
| 3M | -5.5% | -2.6% | -3.0% | -5.4% |
| 6M | +17.7% | -11.9% | +29.6% | +19.8% |
| YTD | +17.6% | +53.6% | -36.1% | +1.1% |
| 1Y | +33.9% | +41.9% | -8.0% | +17.8% |
| 3Y | +103.8% | +97.5% | +6.3% | +58.3% |
| 5Y | +25.6% | +65.0% | -39.4% | -1.6% |
| All | +81.3% | +193.2% | -111.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling