+91.5%
USB vs DVA
+139.6%
-48.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | 0.0% | +2.1% | -2.1% | -0.3% |
| 30D | +5.8% | +8.2% | -2.4% | +4.6% |
| 3M | -6.0% | +5.9% | -11.9% | -6.9% |
| 6M | +7.8% | -1.3% | +9.1% | +7.1% |
| YTD | +14.6% | +68.4% | -53.8% | +2.4% |
| 1Y | +31.8% | +57.5% | -25.7% | +19.4% |
| 3Y | +91.5% | +142.3% | -50.8% | +54.2% |
| All | +91.5% | +139.6% | -48.1% | +54.2% |
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