+163.6%
W vs DVA
+152.1%
+11.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.0% |
| 7D | -4.2% | +1.8% | -6.0% | -4.9% |
| 30D | -7.6% | -2.5% | -5.1% | -6.6% |
| 3M | +37.2% | -4.3% | +41.4% | +38.3% |
| 6M | +26.3% | +18.9% | +7.5% | +13.9% |
| YTD | -1.0% | +61.9% | -62.9% | -24.6% |
| 1Y | +20.1% | +35.7% | -15.6% | -0.6% |
| 3Y | +37.8% | +78.6% | -40.9% | -5.0% |
| 5Y | -63.7% | +39.2% | -102.9% | -72.9% |
| 10Y | +156.3% | +184.0% | -27.7% | +20.8% |
| All | +163.6% | +152.1% | +11.5% | +26.7% |
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