+152.3%
W vs DVA
+187.5%
-35.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -5.6% | +1.7% | -7.2% | -6.2% |
| 3M | +41.9% | -8.7% | +50.6% | +45.7% |
| 6M | +30.2% | +19.7% | +10.6% | +17.6% |
| YTD | -2.9% | +59.6% | -62.6% | -24.9% |
| 1Y | +11.6% | +37.1% | -25.5% | -7.4% |
| 3Y | +37.0% | +89.8% | -52.8% | -6.8% |
| 5Y | -62.8% | +47.4% | -110.2% | -72.8% |
| All | +152.3% | +187.5% | -35.1% | +29.8% |
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 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