+177.1%
W vs DVA
+116.5%
+60.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.1% |
| 7D | -7.4% | -4.8% | -2.6% | -6.3% |
| 30D | +7.8% | +0.9% | +6.9% | +7.6% |
| 3M | +10.9% | +2.9% | +8.0% | +10.1% |
| 6M | +86.4% | -7.8% | +94.2% | +88.2% |
| YTD | +14.0% | +61.5% | -47.6% | -4.0% |
| 1Y | +3.5% | +50.1% | -46.6% | -9.9% |
| All | +177.1% | +116.5% | +60.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling