-92.5%
UUUU vs DVA
+586.5%
-678.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.0% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -7.8% | +1.7% | -9.5% | -8.5% |
| 3M | -0.4% | -8.7% | +8.2% | +1.6% |
| 6M | -32.9% | +19.7% | -52.5% | -38.9% |
| YTD | -6.3% | +59.6% | -65.9% | -25.2% |
| 1Y | +7.9% | +37.1% | -29.2% | -9.3% |
| 3Y | +85.2% | +89.8% | -4.6% | +27.9% |
| 5Y | +97.0% | +47.4% | +49.6% | +45.4% |
| 10Y | +492.6% | +184.9% | +307.7% | +193.9% |
| All | -92.5% | +586.5% | -678.9% | -97.8% |
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 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