+203.4%
W vs DVA
+151.4%
+52.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.7% |
| 7D | -7.4% | -4.8% | -2.6% | -5.6% |
| 30D | +7.8% | +0.9% | +6.9% | +7.3% |
| 3M | +10.9% | +2.9% | +8.0% | +9.4% |
| 6M | +86.4% | -7.8% | +94.2% | +89.9% |
| YTD | +14.0% | +61.5% | -47.6% | -13.3% |
| 1Y | +3.5% | +50.1% | -46.6% | -18.3% |
| 3Y | +164.8% | +121.1% | +43.7% | +66.3% |
| 5Y | -53.1% | +72.9% | -126.0% | -68.8% |
| 10Y | +220.4% | +208.2% | +12.2% | +41.8% |
| All | +203.4% | +151.4% | +52.0% | +45.6% |
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