-62.3%
W vs DVA
+41.6%
-104.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.4% |
| 7D | +5.9% | +2.0% | +3.9% | +5.2% |
| 30D | -3.0% | -0.4% | -2.7% | -3.0% |
| 3M | +40.3% | -7.7% | +48.0% | +42.7% |
| 6M | +32.2% | +20.0% | +12.3% | +21.7% |
| YTD | -0.3% | +61.1% | -61.4% | -19.7% |
| 1Y | +16.2% | +33.9% | -17.7% | +1.0% |
| 3Y | +40.7% | +91.5% | -50.8% | +1.2% |
| 5Y | -62.3% | +41.8% | -104.1% | -68.9% |
| All | -62.3% | +41.6% | -104.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling