+22.7%
USB vs DVA
+85.9%
-63.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -1.5% | +0.8% | -2.2% | -1.6% |
| 30D | +4.3% | +8.0% | -3.7% | +2.8% |
| 3M | -6.1% | +3.2% | -9.3% | -6.8% |
| 6M | +9.4% | +24.1% | -14.7% | +3.8% |
| YTD | +15.2% | +71.5% | -56.3% | +1.5% |
| 1Y | +32.8% | +60.8% | -28.0% | +18.5% |
| 3Y | +91.3% | +145.2% | -53.9% | +53.5% |
| 5Y | +22.7% | +78.1% | -55.5% | +4.4% |
| All | +22.7% | +85.9% | -63.3% | +4.4% |
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