+2,615.3%
USB vs DVA
+5,194.7%
-2,579.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.5% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | -1.3% | -2.5% | +1.2% | -0.9% |
| 3M | +15.2% | -4.3% | +19.5% | +15.6% |
| 6M | +18.8% | +18.9% | 0.0% | +14.6% |
| YTD | +21.0% | +61.9% | -40.9% | +10.5% |
| 1Y | +34.0% | +35.7% | -1.7% | +25.8% |
| 3Y | +95.3% | +78.6% | +16.7% | +73.0% |
| 5Y | +40.4% | +39.2% | +1.2% | +26.9% |
| 10Y | +107.3% | +184.0% | -76.7% | +66.5% |
| All | +2,615.3% | +5,194.7% | -2,579.4% | +1,553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling