+210.1%
W vs DVA
+193.2%
+16.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.2% | -8.8% | +8.9% | +3.8% |
| 30D | +6.8% | -3.4% | +10.2% | +8.2% |
| 3M | +10.7% | -2.6% | +13.2% | +11.6% |
| 6M | +86.3% | -11.9% | +98.2% | +93.2% |
| YTD | +11.5% | +53.6% | -42.2% | -12.6% |
| 1Y | +5.1% | +41.9% | -36.8% | -14.3% |
| 3Y | +171.0% | +97.5% | +73.5% | +82.6% |
| 5Y | -56.6% | +65.0% | -121.6% | -70.1% |
| All | +210.1% | +193.2% | +16.9% | +54.5% |
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 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