+468.0%
UUUU vs DVA
+187.8%
+280.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | -10.5% | -1.3% | -9.2% | -10.1% |
| 30D | -10.5% | 0.0% | -10.5% | -10.6% |
| 3M | -14.1% | -10.9% | -3.2% | -12.1% |
| 6M | -35.5% | +17.3% | -52.7% | -39.8% |
| YTD | -10.9% | +59.8% | -70.7% | -25.9% |
| 1Y | +3.4% | +36.3% | -32.9% | -10.0% |
| 3Y | +73.1% | +88.6% | -15.5% | +28.0% |
| 5Y | +87.1% | +47.5% | +39.6% | +46.6% |
| All | +468.0% | +187.8% | +280.2% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling