+26.4%
USB vs DVA
+70.6%
-44.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.6% | +3.0% |
| 7D | +0.8% | -0.1% | +0.9% | +0.7% |
| 30D | +6.8% | +3.5% | +3.3% | +6.0% |
| 3M | -3.8% | +1.0% | -4.7% | -4.2% |
| 6M | +11.7% | -6.6% | +18.3% | +12.0% |
| YTD | +17.5% | +63.3% | -45.8% | +4.3% |
| 1Y | +33.8% | +50.0% | -16.2% | +20.9% |
| 3Y | +104.2% | +120.1% | -15.8% | +67.3% |
| 5Y | +26.4% | +73.7% | -47.3% | +6.8% |
| All | +26.4% | +70.6% | -44.2% | +6.8% |
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 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