+2,484.2%
USB vs DVA
+5,506.3%
-3,022.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | -6.1% | +3.2% | -9.3% | -6.7% |
| 6M | +9.4% | +24.1% | -14.7% | +4.7% |
| YTD | +15.2% | +71.5% | -56.3% | +4.1% |
| 1Y | +32.8% | +60.8% | -28.0% | +21.2% |
| 3Y | +91.3% | +145.2% | -53.9% | +61.6% |
| 5Y | +22.7% | +78.1% | -55.5% | +6.7% |
| 10Y | +97.0% | +232.3% | -135.2% | +54.7% |
| All | +2,484.2% | +5,506.3% | -3,022.1% | +1,456.5% |
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